Database exists, assume schema does, too.
Seasonal Indexes
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| 0 | Energy ETF | Information Technology ETF | Information Technology ETF | Information Technology ETF |
| 1 | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Financials ETF |
| 2 | Utilities ETF | Energy ETF | SP500 | Materials ETF |
| 3 | SP1500 | Materials ETF | Industrials ETF | SP600 |
| 4 | Industrials ETF | SP1500 | SP1500 | Consumer Discretionary ETF |
| 5 | SP500 | SP500 | Health Care ETF | SP400 |
| 6 | SP600 | SP600 | Utilities ETF | SP500 |
| 7 | Health Care ETF | SP400 | Consumer Staples ETF | SP1500 |
| 8 | Consumer Staples ETF | Health Care ETF | Financials ETF | Health Care ETF |
| 9 | SP400 | Communication Services ETF | Materials ETF | Consumer Staples ETF |
| 10 | Financials ETF | Real Estate ETF | Communication Services ETF | Energy ETF |
| 11 | Consumer Discretionary ETF | Financials ETF | SP400 | Utilities ETF |
| 12 | Real Estate ETF | Industrials ETF | Real Estate ETF | Industrials ETF |
| 13 | Materials ETF | Consumer Staples ETF | SP600 | Real Estate ETF |
| 14 | Communication Services ETF | Utilities ETF | Energy ETF | Communication Services ETF |
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.010622 | 0.081757 | 0.041626 | 0.049958 |
| SP500 | -0.011990 | 0.080771 | 0.045646 | 0.050086 |
| SP600 | -0.017768 | 0.080509 | 0.019158 | 0.057970 |
| SP400 | -0.019859 | 0.080174 | 0.020554 | 0.051549 |
| Communication Services ETF | -0.032872 | 0.075995 | 0.022591 | 0.017899 |
| Consumer Discretionary ETF | -0.021214 | 0.120254 | 0.052510 | 0.052777 |
| Consumer Staples ETF | -0.018663 | 0.035480 | 0.034807 | 0.045915 |
| Energy ETF | 0.055913 | 0.096281 | -0.039735 | 0.042416 |
| Financials ETF | -0.020711 | 0.061049 | 0.030176 | 0.065446 |
| Health Care ETF | -0.017923 | 0.078706 | 0.041045 | 0.047467 |
| Industrials ETF | -0.011020 | 0.058300 | 0.045427 | 0.039920 |
| Information Technology ETF | 0.006217 | 0.121831 | 0.068693 | 0.067531 |
| Materials ETF | -0.026671 | 0.082827 | 0.027940 | 0.058669 |
| Real Estate ETF | -0.026416 | 0.075756 | 0.019424 | 0.038472 |
| Utilities ETF | -0.001263 | 0.026125 | 0.039218 | 0.042001 |
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison Current
| 06-10 | |
|---|---|
| Energy ETF | 0.157138 |
| Utilities ETF | -0.038317 |
| Consumer Staples ETF | -0.056250 |
| Materials ETF | -0.080392 |
| SP600 | -0.094221 |
| Health Care ETF | -0.096116 |
| Industrials ETF | -0.121767 |
| SP400 | -0.126263 |
| SP1500 | -0.133501 |
| SP500 | -0.136923 |
| Financials ETF | -0.144127 |
| Real Estate ETF | -0.145335 |
| Communication Services ETF | -0.186172 |
| Information Technology ETF | -0.190021 |
| Consumer Discretionary ETF | -0.213144 |
standard deviations
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | 0.134644 | 0.072380 | 0.037999 | 0.110320 |
| SP500 | 0.127411 | 0.070450 | 0.039033 | 0.106496 |
| SP600 | 0.199479 | 0.088447 | 0.037096 | 0.179394 |
| SP400 | 0.157662 | 0.100224 | 0.037075 | 0.138781 |
| Communication Services ETF | 0.138244 | 0.095192 | 0.045269 | 0.123434 |
| Consumer Discretionary ETF | 0.151791 | 0.146922 | 0.083611 | 0.127243 |
| Consumer Staples ETF | 0.096633 | 0.035421 | 0.049261 | 0.063730 |
| Energy ETF | 0.369457 | 0.166709 | 0.099129 | 0.202483 |
| Financials ETF | 0.192299 | 0.053666 | 0.014462 | 0.140299 |
| Health Care ETF | 0.079810 | 0.054107 | 0.065798 | 0.098650 |
| Industrials ETF | 0.178470 | 0.072339 | 0.066050 | 0.134044 |
| Information Technology ETF | 0.135329 | 0.113409 | 0.054569 | 0.136753 |
| Materials ETF | 0.163483 | 0.099766 | 0.065317 | 0.127072 |
| Real Estate ETF | 0.161483 | 0.056090 | 0.032025 | 0.078165 |
| Utilities ETF | 0.092016 | 0.021473 | 0.033841 | 0.054883 |
t scores
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.035281 | 0.505153 | 0.489908 | 0.202519 |
| SP500 | -0.042087 | 0.512730 | 0.522980 | 0.210329 |
| SP600 | -0.039834 | 0.407076 | 0.230960 | 0.144515 |
| SP400 | -0.056330 | 0.357747 | 0.247928 | 0.166115 |
| Communication Services ETF | -0.106341 | 0.357027 | 0.223180 | 0.064848 |
| Consumer Discretionary ETF | -0.062503 | 0.366041 | 0.280865 | 0.185493 |
| Consumer Staples ETF | -0.086371 | 0.447954 | 0.315992 | 0.322196 |
| Energy ETF | 0.067680 | 0.258283 | -0.179260 | 0.093682 |
| Financials ETF | -0.048166 | 0.508740 | 0.933164 | 0.208614 |
| Health Care ETF | -0.100433 | 0.650529 | 0.278976 | 0.215182 |
| Industrials ETF | -0.027615 | 0.360421 | 0.307577 | 0.133187 |
| Information Technology ETF | 0.020546 | 0.480423 | 0.562966 | 0.220841 |
| Materials ETF | -0.072960 | 0.371283 | 0.191302 | 0.206478 |
| Real Estate ETF | -0.073157 | 0.604012 | 0.271246 | 0.220111 |
| Utilities ETF | -0.006140 | 0.544116 | 0.518265 | 0.342246 |
p values
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | 0.487036 | 0.675887 | 0.671106 | 0.573766 |
| SP500 | 0.484537 | 0.678247 | 0.681422 | 0.576557 |
| SP600 | 0.485364 | 0.644372 | 0.583899 | 0.552872 |
| SP400 | 0.479310 | 0.627889 | 0.589904 | 0.560685 |
| Communication Services ETF | 0.461012 | 0.627646 | 0.581136 | 0.523813 |
| Consumer Discretionary ETF | 0.477047 | 0.630688 | 0.601465 | 0.567662 |
| Consumer Staples ETF | 0.468307 | 0.657720 | 0.613641 | 0.615774 |
| Energy ETF | 0.524851 | 0.593553 | 0.434579 | 0.534366 |
| Financials ETF | 0.482306 | 0.677006 | 0.790214 | 0.575945 |
| Health Care ETF | 0.463168 | 0.719135 | 0.600805 | 0.578288 |
| Industrials ETF | 0.489852 | 0.628793 | 0.610739 | 0.548761 |
| Information Technology ETF | 0.507551 | 0.668108 | 0.693606 | 0.580304 |
| Materials ETF | 0.473215 | 0.632451 | 0.569748 | 0.575182 |
| Real Estate ETF | 0.473143 | 0.705773 | 0.598102 | 0.580044 |
| Utilities ETF | 0.497743 | 0.687902 | 0.679964 | 0.622630 |
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<AxesSubplot:title={'center':'06-30'}>],
[<AxesSubplot:title={'center':'09-30'}>,
<AxesSubplot:title={'center':'12-31'}>]], dtype=object)
| Energy ETF | Utilities ETF | Consumer Staples ETF | Materials ETF | SP600 | Health Care ETF | Industrials ETF | SP400 | SP1500 | SP500 | Financials ETF | Real Estate ETF | Communication Services ETF | Information Technology ETF | Consumer Discretionary ETF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017-03-31 00:00:00 | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan |
| 2017-06-30 00:00:00 | -0.078709 | 0.022113 | 0.010040 | 0.026999 | 0.018327 | 0.072895 | 0.042167 | 0.031752 | 0.030375 | 0.030708 | 0.038955 | 0.017375 | -0.024136 | 0.041388 | 0.028386 |
| 2017-09-30 00:00:00 | 0.069612 | 0.031518 | -0.012346 | 0.066617 | 0.064962 | 0.040565 | 0.052781 | 0.035020 | 0.044807 | 0.045666 | 0.052789 | 0.008095 | 0.015498 | 0.083223 | 0.014521 |
| 2017-12-31 00:00:00 | 0.073946 | 0.000687 | 0.059268 | 0.071798 | 0.038747 | 0.018576 | 0.066175 | 0.074139 | 0.066880 | 0.069917 | 0.073683 | 0.012742 | 0.000763 | 0.093087 | 0.097848 |
| 2018-03-31 00:00:00 | -0.078807 | -0.033734 | -0.073521 | -0.072483 | -0.011631 | -0.020049 | -0.033542 | -0.003978 | -0.021321 | -0.024130 | -0.015065 | -0.086159 | -0.085669 | 0.020711 | -0.001942 |
| 2018-06-30 00:00:00 | 0.150528 | 0.053422 | 0.006353 | 0.036210 | 0.106722 | 0.055259 | -0.008057 | 0.045520 | 0.052094 | 0.047568 | -0.011331 | 0.094633 | 0.035862 | 0.080437 | 0.088528 |
| 2018-09-30 00:00:00 | 0.021911 | 0.019751 | 0.050064 | 0.007338 | 0.032842 | 0.137698 | 0.094874 | 0.032902 | 0.070536 | 0.078236 | 0.031675 | 0.000044 | 0.023115 | 0.117719 | 0.066008 |
| 2018-12-31 00:00:00 | -0.267451 | 0.009925 | -0.055862 | -0.154310 | -0.193040 | -0.108129 | -0.183620 | -0.172165 | -0.142834 | -0.137319 | -0.138848 | -0.058855 | -0.143117 | -0.174415 | -0.162070 |
| 2019-03-31 00:00:00 | 0.178564 | 0.103055 | 0.111156 | 0.126958 | 0.124660 | 0.081835 | 0.183161 | 0.157497 | 0.151853 | 0.144236 | 0.109942 | 0.173365 | 0.139541 | 0.217473 | 0.157197 |
| 2019-06-30 00:00:00 | -0.048754 | 0.035855 | 0.036556 | 0.040951 | 0.010843 | 0.017469 | 0.034436 | 0.030815 | 0.039106 | 0.040369 | 0.067026 | 0.015389 | 0.035928 | 0.054745 | 0.040127 |
| 2019-09-30 00:00:00 | -0.075658 | 0.090872 | 0.056319 | -0.013089 | -0.004200 | -0.035439 | 0.004465 | -0.009122 | 0.006291 | 0.011423 | 0.013235 | 0.075811 | -0.002023 | 0.016115 | 0.002509 |
| 2019-12-31 00:00:00 | 0.054552 | 0.002011 | 0.036517 | 0.066971 | 0.082573 | 0.147851 | 0.058155 | 0.066590 | 0.090490 | 0.089876 | 0.096390 | 0.005745 | 0.086727 | 0.139034 | 0.056223 |
| 2020-03-31 00:00:00 | -0.523877 | -0.141270 | -0.141472 | -0.278876 | -0.328050 | -0.131539 | -0.279339 | -0.247693 | -0.205302 | -0.194477 | -0.330709 | -0.241350 | -0.187109 | -0.131215 | -0.231167 |
| 2020-06-30 00:00:00 | 0.332245 | 0.024507 | 0.094561 | 0.260712 | 0.223617 | 0.164463 | 0.182339 | 0.259149 | 0.206715 | 0.201618 | 0.135641 | 0.135399 | 0.224230 | 0.318555 | 0.379795 |
| 2020-09-30 00:00:00 | -0.188315 | 0.051209 | 0.098022 | 0.120651 | 0.032878 | 0.062281 | 0.118587 | 0.068091 | 0.086119 | 0.090383 | 0.028859 | 0.013268 | 0.097573 | 0.120087 | 0.192380 |
| 2020-12-31 00:00:00 | 0.300830 | 0.073335 | 0.074374 | 0.172363 | 0.312278 | 0.101111 | 0.178685 | 0.211458 | 0.132216 | 0.121185 | 0.253698 | 0.092916 | 0.182130 | 0.138205 | 0.172875 |
| 2021-03-31 00:00:00 | 0.324479 | 0.031042 | 0.030385 | 0.105419 | 0.184526 | 0.025327 | 0.116450 | 0.084662 | 0.070761 | 0.063518 | 0.165207 | 0.087920 | 0.083288 | 0.015110 | 0.073815 |
| 2021-06-30 00:00:00 | 0.126094 | -0.005272 | 0.029888 | 0.049264 | 0.043034 | 0.083442 | 0.040613 | 0.033635 | 0.080495 | 0.083593 | 0.074954 | 0.115985 | 0.108092 | 0.114030 | 0.064435 |
| 2021-09-30 00:00:00 | -0.026222 | 0.002739 | -0.018026 | -0.041816 | -0.030694 | 0.000121 | -0.043573 | -0.024123 | 0.000378 | 0.002523 | 0.024323 | -0.000098 | -0.021207 | 0.006319 | -0.012866 |
| 2021-12-31 00:00:00 | 0.050203 | 0.124048 | 0.115277 | 0.136524 | 0.049293 | 0.077925 | 0.080207 | 0.077726 | 0.103038 | 0.106772 | 0.042310 | 0.139811 | -0.037011 | 0.141743 | 0.099010 |
| 2022-03-31 00:00:00 | 0.379204 | 0.034591 | -0.019862 | -0.014374 | -0.058344 | -0.045192 | -0.041831 | -0.089783 | -0.049102 | -0.049099 | -0.032929 | -0.065856 | -0.114414 | -0.090992 | -0.103975 |
| 2022-06-10 00:00:00 | 0.157138 | -0.038317 | -0.056250 | -0.080392 | -0.094221 | -0.096116 | -0.121767 | -0.126263 | -0.133501 | -0.136923 | -0.144127 | -0.145335 | -0.186172 | -0.190021 | -0.213144 |
| 2017-03-31 00:00:00 | 2017-06-30 00:00:00 | 2017-09-30 00:00:00 | 2017-12-31 00:00:00 | 2018-03-31 00:00:00 | 2018-06-30 00:00:00 | 2018-09-30 00:00:00 | 2018-12-31 00:00:00 | 2019-03-31 00:00:00 | 2019-06-30 00:00:00 | 2019-09-30 00:00:00 | 2019-12-31 00:00:00 | 2020-03-31 00:00:00 | 2020-06-30 00:00:00 | 2020-09-30 00:00:00 | 2020-12-31 00:00:00 | 2021-03-31 00:00:00 | 2021-06-30 00:00:00 | 2021-09-30 00:00:00 | 2021-12-31 00:00:00 | 2022-03-31 00:00:00 | 2022-06-10 00:00:00 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | SP1500 | Health Care ETF | Information Technology ETF | Consumer Discretionary ETF | Information Technology ETF | Energy ETF | Health Care ETF | Utilities ETF | Information Technology ETF | Financials ETF | Utilities ETF | Health Care ETF | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | SP600 | Energy ETF | Energy ETF | Financials ETF | Information Technology ETF | Energy ETF | Energy ETF |
| 1 | SP500 | Industrials ETF | Energy ETF | Information Technology ETF | Consumer Discretionary ETF | SP600 | Information Technology ETF | Consumer Staples ETF | Industrials ETF | Information Technology ETF | Real Estate ETF | Information Technology ETF | Health Care ETF | Energy ETF | Materials ETF | Energy ETF | SP600 | Real Estate ETF | Information Technology ETF | Real Estate ETF | Utilities ETF | Utilities ETF |
| 2 | SP600 | Information Technology ETF | Materials ETF | SP400 | SP400 | Real Estate ETF | Industrials ETF | Real Estate ETF | Energy ETF | Materials ETF | Consumer Staples ETF | Financials ETF | Utilities ETF | Information Technology ETF | Information Technology ETF | Financials ETF | Financials ETF | Information Technology ETF | Utilities ETF | Materials ETF | Materials ETF | Consumer Staples ETF |
| 3 | SP400 | Financials ETF | SP600 | Energy ETF | SP600 | Consumer Discretionary ETF | SP500 | Health Care ETF | Real Estate ETF | SP500 | Information Technology ETF | SP1500 | Consumer Staples ETF | Materials ETF | Industrials ETF | SP400 | Industrials ETF | Communication Services ETF | SP500 | Utilities ETF | Consumer Staples ETF | Materials ETF |
| 4 | Communication Services ETF | SP400 | Financials ETF | Financials ETF | Financials ETF | Information Technology ETF | SP1500 | SP500 | SP400 | Consumer Discretionary ETF | Financials ETF | SP500 | Communication Services ETF | SP400 | Consumer Staples ETF | Communication Services ETF | Materials ETF | SP500 | SP1500 | Consumer Staples ETF | Financials ETF | SP600 |
| 5 | Consumer Discretionary ETF | SP500 | Industrials ETF | Materials ETF | Health Care ETF | Health Care ETF | Consumer Discretionary ETF | Financials ETF | Consumer Discretionary ETF | SP1500 | SP500 | Communication Services ETF | SP500 | Communication Services ETF | Communication Services ETF | Industrials ETF | Real Estate ETF | Health Care ETF | Health Care ETF | SP500 | Industrials ETF | Health Care ETF |
| 6 | Consumer Staples ETF | SP1500 | SP500 | SP500 | SP1500 | Utilities ETF | Consumer Staples ETF | SP1500 | SP1500 | Consumer Staples ETF | SP1500 | SP600 | SP1500 | SP600 | SP500 | Consumer Discretionary ETF | SP400 | SP1500 | Real Estate ETF | SP1500 | Health Care ETF | Industrials ETF |
| 7 | Energy ETF | Consumer Discretionary ETF | SP1500 | SP1500 | SP500 | SP1500 | SP400 | Communication Services ETF | SP500 | Communication Services ETF | Industrials ETF | Materials ETF | Consumer Discretionary ETF | SP1500 | SP1500 | Materials ETF | Communication Services ETF | Financials ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | SP500 | SP400 |
| 8 | Financials ETF | Materials ETF | Health Care ETF | Industrials ETF | Industrials ETF | SP500 | SP600 | Materials ETF | Communication Services ETF | Utilities ETF | Consumer Discretionary ETF | SP400 | Real Estate ETF | SP500 | SP400 | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Consumer Staples ETF | Industrials ETF | SP1500 | SP1500 |
| 9 | Health Care ETF | Utilities ETF | SP400 | Consumer Staples ETF | Utilities ETF | SP400 | Financials ETF | Consumer Discretionary ETF | Materials ETF | Industrials ETF | Communication Services ETF | Industrials ETF | SP400 | Industrials ETF | Health Care ETF | SP1500 | SP1500 | Materials ETF | Communication Services ETF | Health Care ETF | SP600 | SP500 |
| 10 | Industrials ETF | SP600 | Utilities ETF | SP600 | Materials ETF | Materials ETF | Communication Services ETF | SP400 | SP600 | SP400 | SP600 | Consumer Discretionary ETF | Materials ETF | Health Care ETF | Utilities ETF | SP500 | SP500 | SP600 | SP400 | SP400 | Real Estate ETF | Financials ETF |
| 11 | Information Technology ETF | Real Estate ETF | Communication Services ETF | Health Care ETF | Consumer Staples ETF | Communication Services ETF | Energy ETF | Information Technology ETF | Consumer Staples ETF | Health Care ETF | SP400 | Energy ETF | Industrials ETF | Financials ETF | SP600 | Health Care ETF | Utilities ETF | Industrials ETF | Energy ETF | Energy ETF | SP400 | Real Estate ETF |
| 12 | Materials ETF | Consumer Staples ETF | Consumer Discretionary ETF | Real Estate ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Industrials ETF | Financials ETF | Real Estate ETF | Materials ETF | Consumer Staples ETF | SP600 | Real Estate ETF | Financials ETF | Real Estate ETF | Consumer Staples ETF | SP400 | SP600 | SP600 | Information Technology ETF | Communication Services ETF |
| 13 | Real Estate ETF | Communication Services ETF | Real Estate ETF | Communication Services ETF | Communication Services ETF | Industrials ETF | Materials ETF | SP600 | Utilities ETF | SP600 | Health Care ETF | Real Estate ETF | Financials ETF | Consumer Staples ETF | Real Estate ETF | Consumer Staples ETF | Health Care ETF | Consumer Staples ETF | Materials ETF | Financials ETF | Consumer Discretionary ETF | Information Technology ETF |
| 14 | Utilities ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Real Estate ETF | Financials ETF | Real Estate ETF | Energy ETF | Health Care ETF | Energy ETF | Energy ETF | Utilities ETF | Energy ETF | Utilities ETF | Energy ETF | Utilities ETF | Information Technology ETF | Utilities ETF | Industrials ETF | Communication Services ETF | Communication Services ETF | Consumer Discretionary ETF |
Comparative to Seasonal Indexes, tells you who is over or underperforming. This is Seasonal Index - Extrapolated Current Quarter. +: seasonal > current -: current > seasonal Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
| 2022-06-10 | |
|---|---|
| Information Technology ETF | 0.096313 |
| Consumer Discretionary ETF | 0.095053 |
| Energy ETF | 0.075929 |
| Materials ETF | 0.065233 |
| SP1500 | 0.064383 |
| SP500 | 0.063601 |
| SP600 | 0.063392 |
| SP400 | 0.063127 |
| Health Care ETF | 0.061962 |
| Communication Services ETF | 0.059812 |
| Real Estate ETF | 0.059622 |
| Financials ETF | 0.047976 |
| Industrials ETF | 0.045803 |
| Consumer Staples ETF | 0.027809 |
| Utilities ETF | 0.020457 |
| 2017-03-31 00:00:00 | 2017-06-30 00:00:00 | 2017-09-30 00:00:00 | 2017-12-31 00:00:00 | 2018-03-31 00:00:00 | 2018-06-30 00:00:00 | 2018-09-30 00:00:00 | 2018-12-31 00:00:00 | 2019-03-31 00:00:00 | 2019-06-30 00:00:00 | 2019-09-30 00:00:00 | 2019-12-31 00:00:00 | 2020-03-31 00:00:00 | 2020-06-30 00:00:00 | 2020-09-30 00:00:00 | 2020-12-31 00:00:00 | 2021-03-31 00:00:00 | 2021-06-30 00:00:00 | 2021-09-30 00:00:00 | 2021-12-31 00:00:00 | 2022-03-31 00:00:00 | 2022-06-10 00:00:00 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | SP1500 | Utilities ETF | Energy ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Energy ETF | Health Care ETF | Utilities ETF | Information Technology ETF | Utilities ETF | Real Estate ETF | Health Care ETF | Health Care ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Energy ETF | Energy ETF | Real Estate ETF | Energy ETF | Real Estate ETF | Energy ETF | Information Technology ETF |
| 1 | SP500 | Health Care ETF | SP600 | Energy ETF | SP400 | Utilities ETF | Energy ETF | Real Estate ETF | Real Estate ETF | Financials ETF | Utilities ETF | Information Technology ETF | Consumer Staples ETF | Energy ETF | Materials ETF | SP600 | SP600 | Communication Services ETF | Financials ETF | Utilities ETF | Utilities ETF | Consumer Discretionary ETF |
| 2 | SP600 | Industrials ETF | Materials ETF | Industrials ETF | Information Technology ETF | SP600 | Industrials ETF | Consumer Staples ETF | Industrials ETF | Consumer Staples ETF | Consumer Staples ETF | Communication Services ETF | Information Technology ETF | Information Technology ETF | Communication Services ETF | Financials ETF | Financials ETF | Energy ETF | Real Estate ETF | Materials ETF | Materials ETF | Energy ETF |
| 3 | SP400 | Financials ETF | Financials ETF | Information Technology ETF | SP600 | Real Estate ETF | Information Technology ETF | Health Care ETF | Consumer Discretionary ETF | Industrials ETF | Financials ETF | SP1500 | Utilities ETF | SP400 | Industrials ETF | Communication Services ETF | Materials ETF | Financials ETF | Utilities ETF | Information Technology ETF | Consumer Staples ETF | Materials ETF |
| 4 | Communication Services ETF | Consumer Staples ETF | Information Technology ETF | SP400 | Financials ETF | Health Care ETF | SP500 | Communication Services ETF | SP400 | Communication Services ETF | SP600 | SP500 | Communication Services ETF | Materials ETF | Consumer Staples ETF | SP400 | Industrials ETF | Health Care ETF | Health Care ETF | Consumer Staples ETF | Financials ETF | SP1500 |
| 5 | Consumer Discretionary ETF | SP400 | SP400 | SP500 | Health Care ETF | Consumer Staples ETF | SP1500 | SP500 | Communication Services ETF | SP500 | Communication Services ETF | Financials ETF | SP500 | Communication Services ETF | Information Technology ETF | Industrials ETF | Communication Services ETF | SP500 | SP1500 | SP500 | Health Care ETF | SP500 |
| 6 | Consumer Staples ETF | SP500 | Industrials ETF | SP1500 | SP1500 | SP1500 | Consumer Staples ETF | SP1500 | SP1500 | Materials ETF | SP400 | SP600 | SP1500 | SP600 | SP400 | Consumer Discretionary ETF | Real Estate ETF | SP1500 | SP500 | SP1500 | Industrials ETF | SP600 |
| 7 | Energy ETF | SP1500 | SP1500 | Consumer Staples ETF | SP500 | Consumer Discretionary ETF | SP600 | Financials ETF | SP500 | SP1500 | SP500 | Industrials ETF | Consumer Discretionary ETF | SP1500 | SP500 | Materials ETF | SP400 | Consumer Staples ETF | Communication Services ETF | Consumer Discretionary ETF | SP500 | SP400 |
| 8 | Financials ETF | Materials ETF | SP500 | Materials ETF | Industrials ETF | SP500 | Consumer Discretionary ETF | Materials ETF | Materials ETF | SP400 | SP1500 | SP400 | Real Estate ETF | Industrials ETF | SP1500 | SP1500 | Consumer Discretionary ETF | Information Technology ETF | SP400 | Industrials ETF | SP1500 | Health Care ETF |
| 9 | Health Care ETF | Real Estate ETF | Health Care ETF | Financials ETF | Utilities ETF | SP400 | SP400 | Consumer Discretionary ETF | SP600 | Real Estate ETF | Energy ETF | Energy ETF | SP400 | SP500 | Health Care ETF | SP500 | SP1500 | Industrials ETF | SP600 | Health Care ETF | Real Estate ETF | Communication Services ETF |
| 10 | Industrials ETF | SP600 | Communication Services ETF | Communication Services ETF | Materials ETF | Communication Services ETF | Financials ETF | Industrials ETF | Financials ETF | Health Care ETF | Industrials ETF | Materials ETF | Materials ETF | Health Care ETF | SP600 | Information Technology ETF | SP500 | Utilities ETF | Consumer Staples ETF | SP400 | SP600 | Real Estate ETF |
| 11 | Information Technology ETF | Information Technology ETF | Utilities ETF | SP600 | Communication Services ETF | Information Technology ETF | Communication Services ETF | SP400 | Consumer Staples ETF | Information Technology ETF | Materials ETF | Consumer Discretionary ETF | Industrials ETF | Financials ETF | Utilities ETF | Real Estate ETF | Consumer Staples ETF | Materials ETF | Information Technology ETF | Energy ETF | SP400 | Financials ETF |
| 12 | Materials ETF | Consumer Discretionary ETF | Real Estate ETF | Real Estate ETF | Consumer Staples ETF | Materials ETF | Real Estate ETF | Information Technology ETF | Energy ETF | SP600 | Consumer Discretionary ETF | Consumer Staples ETF | Financials ETF | Real Estate ETF | Financials ETF | Health Care ETF | Health Care ETF | SP600 | Consumer Discretionary ETF | SP600 | Communication Services ETF | Industrials ETF |
| 13 | Real Estate ETF | Communication Services ETF | Consumer Discretionary ETF | Health Care ETF | Real Estate ETF | Industrials ETF | Utilities ETF | SP600 | Utilities ETF | Consumer Discretionary ETF | Information Technology ETF | Real Estate ETF | SP600 | Consumer Staples ETF | Real Estate ETF | Utilities ETF | Utilities ETF | SP400 | Materials ETF | Financials ETF | Consumer Discretionary ETF | Consumer Staples ETF |
| 14 | Utilities ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Energy ETF | Financials ETF | Materials ETF | Energy ETF | Health Care ETF | Energy ETF | Health Care ETF | Utilities ETF | Energy ETF | Utilities ETF | Energy ETF | Consumer Staples ETF | Information Technology ETF | Consumer Discretionary ETF | Industrials ETF | Communication Services ETF | Information Technology ETF | Utilities ETF |
| Index | Symbol | risk_trend_factor | |
|---|---|---|---|
| 0 | SP500 | SPY | -4.314957 |
| 1 | SP1500 | SPTM | -4.323114 |
| 2 | SP600 | SLY | -5.831833 |
| 3 | SP400 | MDYG | -5.932476 |
| Symbol | risk_trend_factor | Sector | |
|---|---|---|---|
| 3 | VDE | 3.378308 | Energy ETF |
| 10 | VPU | -0.903846 | Utilities ETF |
| 2 | VDC | -1.815370 | Consumer Staples ETF |
| 8 | VAW | -2.983225 | Materials ETF |
| 9 | VNQ | -3.885849 | Real Estate ETF |
| 5 | VHT | -3.947143 | Health Care ETF |
| 6 | VIS | -5.096830 | Industrials ETF |
| 1 | VCR | -5.274843 | Consumer Discretionary ETF |
| 4 | VFH | -5.669687 | Financials ETF |
| 7 | VGT | -6.117689 | Information Technology ETF |
| 0 | VOX | -9.183162 | Communication Services ETF |
Rolling Quarterly Mean Return
Quarterly Returns
2.2634783422537827
array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)
1530
Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
'2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
'2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
'2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
'1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
'2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
'1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
'supply_trend_180d', 'supply_trend_90d', 'supply_trend_60d',
'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr', 'pct_2yr',
'MIN_Lookback_One_Year', 'MIN_Lookback_6_Months',
'MIN_Lookback_2_Months', 'MIN_Lookback_1_Months', 'volume_factor',
'adf', 'hurst', 'Market Index', 'Sector'],
dtype='object')
| Symbol | latest_p | risk_trend_factor | adf | hurst | Sector | Market Index | vol_30d_2yr | |
|---|---|---|---|---|---|---|---|---|
| 0 | MTOR | 36.119999 | 10.517268 | 0.308552 | 0.433895 | error | SP600 | 20301256.12708 |
| 1 | Y | 834.109985 | 7.384772 | 0.389055 | 0.457411 | Financial Services | SP400 | 1456858.698941 |
| 2 | TVTY | 32.279999 | 5.39315 | 0.524133 | 0.449983 | error | SP600 | 14974563.993949 |
| 3 | MCK | 313.339996 | 4.004949 | 0.998714 | 0.463166 | Healthcare | SP500 | 33946622.768533 |
| 4 | ACC | 64.769997 | 3.917188 | 0.981927 | 0.416828 | error | SP400 | 20837020.877458 |
| 5 | CVX | 175.399994 | 3.856637 | 0.97985 | 0.498334 | Energy | SP500 | 181490743.721634 |
| 6 | EQT | 47.959999 | 3.747308 | 0.932879 | 0.501911 | Energy | SP400 | 137472571.699697 |
| 7 | LNTH | 63.849998 | 3.540933 | 0.990883 | 0.532857 | Healthcare | SP600 | 10889615.279879 |
| 8 | SWX | 91.889999 | 3.530074 | 0.284442 | 0.398907 | Utilities | SP400 | 7059509.304085 |
| 9 | MPC | 108.339996 | 3.513423 | 0.991702 | 0.523957 | Energy | SP500 | 132481329.198185 |
| 10 | MUSA | 237.960007 | 3.50354 | 0.99617 | 0.410367 | Consumer Cyclical | SP400 | 7365132.299546 |
| 11 | SJI | 34.060001 | 3.390476 | 0.165217 | 0.413386 | Utilities | SP600 | 18167782.072617 |
| 12 | VDE | 123.860001 | 3.378308 | 0.947803 | 0.52196 | error | NaN | 15894021.482602 |
| 13 | XOM | 100.459999 | 3.314307 | 0.977852 | 0.536671 | Energy | SP500 | 399482859.531014 |
| 14 | DVN | 74.059998 | 3.254185 | 0.994381 | 0.555599 | Energy | SP500 | 181231964.523449 |
| 15 | MRO | 30.290001 | 3.229066 | 0.972772 | 0.54597 | Energy | SP500 | 385905130.635401 |
| 16 | PBF | 40.330002 | 3.225693 | 0.730477 | 0.555776 | Energy | SP600 | 65359710.136157 |
| 17 | APA | 48.810001 | 3.199621 | 0.443494 | 0.44772 | Energy | SP500 | 154170566.944024 |
| 18 | CTRA | 34.310001 | 3.192947 | 0.507048 | 0.467954 | Energy | SP500 | 150668871.709531 |
| 19 | COP | 116.830002 | 3.181252 | 0.992942 | 0.491541 | Energy | SP500 | 164910706.505295 |
| 20 | VLO | 140.509995 | 3.155888 | 0.970961 | 0.536721 | Energy | SP500 | 84050366.565809 |
| 21 | EOG | 144.0 | 3.013262 | 0.922673 | 0.487021 | Energy | SP500 | 86714140.166415 |
| 22 | WRB | 68.260002 | 2.908126 | 0.965152 | 0.455795 | Financial Services | SP500 | 23023001.53177 |
| 23 | HES | 127.720001 | 2.88093 | 0.97499 | 0.449233 | Energy | SP500 | 66701550.453858 |
| 24 | CEIX | 52.91 | 2.853516 | 0.933936 | 0.522101 | Energy | SP600 | 9591390.71618 |
| 25 | FANG | 155.490005 | 2.734463 | 0.837164 | 0.472651 | Energy | SP500 | 49440914.674735 |
| 26 | CIVI | 80.660004 | 2.668131 | 0.020246 | 0.49614 | Energy | SP600 | 7642718.420575 |
| 27 | NFG | 72.650002 | 2.655036 | 0.982328 | 0.468009 | Energy | SP400 | 11033521.558245 |
| 28 | PDCE | 84.129997 | 2.633596 | 0.76826 | 0.495944 | Energy | SP400 | 26294633.055976 |
| 29 | OXY | 63.869999 | 2.620612 | 0.777852 | 0.546207 | Energy | SP500 | 312554843.645991 |
| 30 | PXD | 270.869995 | 2.603258 | 0.935146 | 0.498349 | Energy | SP500 | 41581229.500756 |
| 31 | CNX | 23.24 | 2.576298 | 0.784231 | 0.406859 | Energy | SP400 | 79583176.67171 |
| 32 | MTDR | 65.230003 | 2.551954 | 0.987482 | 0.46805 | Energy | SP400 | 50876450.529501 |
| 33 | DINO | 56.369999 | 2.525424 | 0.412505 | 0.562704 | Energy | SP400 | 51935930.332829 |
| 34 | HRB | 35.450001 | 2.371017 | 0.838883 | 0.43511 | Consumer Cyclical | SP400 | 61640658.16944 |
| 35 | MUR | 44.150002 | 2.319887 | 0.869435 | 0.455651 | Energy | SP400 | 60623530.181543 |
| 36 | SM | 50.560001 | 2.268271 | 0.976245 | 0.479096 | Energy | SP600 | 82761362.102874 |
| 37 | RRC | 34.439999 | 2.265651 | 0.784588 | 0.495379 | Energy | SP400 | 159173207.564297 |
2017-02-13 NaN
2017-02-14 NaN
2017-02-15 NaN
2017-02-16 NaN
2017-02-17 NaN
..
2022-06-06 NaN
2022-06-07 NaN
2022-06-08 NaN
2022-06-09 NaN
2022-06-10 NaN
Name: FPCPITOTLZGUSA, Length: 1342, dtype: float64
0
'Market volatility'
nominal, pct_change, pct_change().cumsum Market volatility
Consumer Confidence
Unemployment
Inflation
Interest Rates
10 Year to 3 Month
Recession Indicator
adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
supply trend: 1781380150.6807866
risk trend factor: -4.314957039491863
totalAssets trailingPE
SPY 3.781762e+11 4.292843
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 389.799988 | 384.809441 | 402.729524 | 420.649606 | 424.242223 | 21.62419 | 380.993843 | 467.490604 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SPY | 1.065993 | 389.799988 | 1781380150.680787 | 0.501905 | 0.730083 | 0.423507 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [632.9994372245903, 632.9994296789454, 632.9994357513679, 632.9994371873406] inner cv sdevs: [526.0401152261812, 526.0400916338582, 526.0401155650316, 526.0401151885344] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 632.9994296789454 526.0400916338582 test cv mean error, stdev (10 folds): [654.7536070469592, 546.9773763661158] sell date: 2022-08-28 expected return: 0.07468322706745872 discounted return: 0.0009238360336081275 quarter return: 1.088666637943265
['options', ('2022-06-17', '2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
supply trend: 10701430.030257186
risk trend factor: -4.323113872768143
Empty DataFrame
Columns: []
Index: [SPTM]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 48.16 | 47.422277 | 49.676984 | 51.931691 | 52.277778 | 2.617361 | 47.043055 | 57.5125 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SPTM | 1.445517 | 48.16 | 10701430.030257 | 0.514882 | 0.731043 | 0.430862 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [9.766103069551415, 9.766103038674405, 9.766101756794988, 9.766103022932008] inner cv sdevs: [7.967177629103847, 7.967177583356376, 7.967178214958815, 7.967177589932454] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 9.766101756794988 7.967178214958815 test cv mean error, stdev (10 folds): [10.110157203693971, 8.277765674145988] sell date: 2022-08-28 expected return: 0.07559633122124303 discounted return: 0.0009347344703374283 quarter return: 1.088666637943265
['options', ('2022-06-17',)]
symbol: SLY
sector: error
sector: error
Index: SP600
supply trend: 1733621.860816944
risk trend factor: -5.831832561133962
Empty DataFrame
Columns: []
Index: [SLY]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 84.790001 | 81.56592 | 86.101746 | 90.637572 | 89.273651 | 3.873503 | 81.526645 | 97.020657 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SLY | 1.265097 | 84.790001 | 1733621.860817 | 0.58507 | 0.631357 | 0.516612 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [53.66732215733594, 53.66732249064057, 53.667322489323645, 53.66732257856416] inner cv sdevs: [42.37775861395745, 42.37775839813266, 42.37775842272278, 42.377758368458665] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 53.66732215733594 42.37775861395745 test cv mean error, stdev (10 folds): [55.52001311248117, 44.01936672591312] sell date: 2022-08-14 expected return: 0.07793979008442603 discounted return: 0.0011733693844107052 quarter return: 1.088666637943265
symbol: MDYG sector: error sector: error Index: SP400 supply trend: 3870598.865355522 risk trend factor: -5.932475578582748 Empty DataFrame Columns: [] Index: [MDYG]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 64.839996 | 62.654627 | 66.371428 | 70.088229 | 69.963968 | 3.726597 | 62.510773 | 77.417163 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MDYG | 0.727588 | 64.839996 | 3870598.865356 | 0.405859 | 0.564973 | 0.453632 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [29.52192874706465, 29.521928435745643, 29.521931282836643, 29.521928756045966] inner cv sdevs: [23.756908622983925, 23.756908903852402, 23.756907029222933, 23.75690862113693] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 29.521928435745643 23.756908903852402 test cv mean error, stdev (10 folds): [31.618850344442098, 23.92617628537332] sell date: 2022-08-14 expected return: 0.08605219542449717 discounted return: 0.0012906647299015805 quarter return: 1.088666637943265
['options', ('2022-06-17',)]
symbol: VDE
sector: error
sector: Energy
Index: nan
supply trend: 15894021.482602118
risk trend factor: 3.3783083383264243
totalAssets trailingPE
VDE 1.106882e+10 10.692059
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 123.860001 | 107.166137 | 119.294921 | 131.423705 | 111.724762 | 7.181377 | 97.362008 | 126.087517 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDE | 1.169962 | 123.860001 | 15894021.482602 | 0.930759 | 0.947803 | 0.52196 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [96.21341024466251, 96.21341028704802, 96.21341505319116, 96.21341596121202] inner cv sdevs: [72.95509135617804, 72.95509142034471, 72.95508885688861, 72.9550907751274] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 96.21341024466251 72.95509135617804 test cv mean error, stdev (10 folds): [105.41528431803886, 70.1660250438581] sell date: 2022-09-11 expected return: 0.16082303281146293 discounted return: 0.0016222847496127901 quarter return: 1.088666637943265
['options', ('2022-06-17',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
supply trend: 4401008.169440242
risk trend factor: -0.9038459354057021
totalAssets
VPU 7.799146e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 155.610001 | 152.644005 | 158.881905 | 165.119806 | 159.366349 | 4.141233 | 151.083883 | 167.648816 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VPU | 1.073413 | 155.610001 | 4401008.16944 | 0.750053 | 0.731044 | 0.299247 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [106.70335778460885, 106.71009103649061, 106.70335672937158, 106.70335672854131] inner cv sdevs: [154.9633233016428, 154.96546943527773, 154.9633232104315, 154.96332318610172] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 106.70335672854131 154.96332318610172 test cv mean error, stdev (10 folds): [113.14885811479367, 161.12011498459947] sell date: 2022-06-12 expected return: 0.03553481885364131 discounted return: 0.03553481885364129 quarter return: 1.088666637943265
['options', ('2022-06-17',)]
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
supply trend: 3239531.5431164904
risk trend factor: -1.81537011564274
totalAssets
VDC 8.239956e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 184.889999 | 180.713861 | 189.626984 | 198.540108 | 195.577937 | 6.579991 | 182.417955 | 208.73792 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDC | 1.521146 | 184.889999 | 3239531.543116 | 0.610012 | 0.828818 | 0.357333 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [75.68390199438142, 75.68391278582885, 75.68387690578915, 75.68390037827186] inner cv sdevs: [58.10065635393446, 58.10064705074018, 58.10067832033633, 58.10064914752406] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 75.68387690578915 58.10067832033633 test cv mean error, stdev (10 folds): [75.06600518922706, 60.90203860705512] sell date: 2022-07-24 expected return: 0.038927988845769194 discounted return: 0.0008885201184363201 quarter return: 1.088666637943265
['options', ('2022-07-15',)]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
supply trend: 2531724.1301059
risk trend factor: -2.9832247911376593
totalAssets
VAW 5.085875e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 178.449997 | 175.041332 | 184.631904 | 194.222476 | 188.745238 | 6.207227 | 176.330784 | 201.159692 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VAW | 1.136419 | 178.449997 | 2531724.130106 | 0.735836 | 0.8001 | 0.433204 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [183.06563069907895, 183.0574507855325, 183.06563102677646, 183.05745107294413] inner cv sdevs: [129.98868374482254, 129.9952975934152, 129.9886839858961, 129.99529784641263] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 183.0574507855325 129.9952975934152 test cv mean error, stdev (10 folds): [193.57495421199536, 131.80234647064287] sell date: 2022-07-10 expected return: 0.10417537486997551 discounted return: 0.0034230449135421726 quarter return: 1.088666637943265
['options', ('2022-08-19',)]
symbol: VNQ
sector: error
sector: Real Estate
Index: nan
supply trend: 111305975.03782149
risk trend factor: -3.885849288582038
totalAssets
VNQ 7.839537e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 92.620003 | 93.076579 | 96.729683 | 100.382786 | 103.130635 | 5.926759 | 91.277118 | 114.984153 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VNQ | 1.031909 | 92.620003 | 111305975.037821 | 0.416 | 0.514654 | 0.397188 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [53.96174374912048, 53.96174387747761, 53.9617507021809, 53.96174387747761] inner cv sdevs: [54.656024463203764, 54.65602563673287, 54.65602243122589, 54.65602563673287] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 53.96174374912048 54.656024463203764 test cv mean error, stdev (10 folds): [57.59198284123204, 56.04502154771519] sell date: 2022-07-24 expected return: 0.07015328759171113 discounted return: 0.001578032101658966 quarter return: 1.088666637943265
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
supply trend: 5096065.052950076
risk trend factor: -3.9471429756913072
totalAssets trailingPE
VHT 1.944618e+10 5.167231
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 229.929993 | 231.084711 | 237.690476 | 244.296241 | 245.914285 | 9.56314 | 226.788005 | 265.040565 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VHT | 0.947476 | 229.929993 | 5096065.05295 | 0.525621 | 0.693779 | 0.333477 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [207.20560313573048, 207.20562986619652, 207.20560313573048, 207.2056531647476] inner cv sdevs: [120.74631863070098, 120.74636938232955, 120.74631863070098, 120.7462811460532] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 207.20560313573048 120.74631863070098 test cv mean error, stdev (10 folds): [201.34321811677097, 125.13835201910808] sell date: 2022-08-14 expected return: 0.05378595839721864 discounted return: 0.0008189187868525849 quarter return: 1.088666637943265
['options', ('2022-06-17',)]
symbol: VIS
sector: error
sector: Industrials
Index: nan
supply trend: 3021835.7791225417
risk trend factor: -5.096829776050351
Empty DataFrame
Columns: []
Index: [VIS]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 170.789993 | 166.918433 | 175.029841 | 183.141249 | 183.59 | 8.591236 | 166.407528 | 200.772473 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VIS | 0.897137 | 170.789993 | 3021835.779123 | 0.55486 | 0.557365 | 0.472662 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [183.66474111773064, 183.66460703475008, 183.66474115700854, 183.66474108684227] inner cv sdevs: [150.40929213315897, 150.40929130612926, 150.40929202898846, 150.4092921347221] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 183.66460703475008 150.40929130612926 test cv mean error, stdev (10 folds): [193.8056803549312, 154.12341035322913] sell date: 2022-07-10 expected return: 0.07414085204350107 discounted return: 0.002469289708495026 quarter return: 1.088666637943265
['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
supply trend: 2149496.8229954615
risk trend factor: -5.274842912889847
totalAssets
VCR 6.015592e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 240.179993 | 228.960223 | 247.434761 | 265.9093 | 276.036349 | 25.54683 | 224.942689 | 327.130008 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VCR | 1.24671 | 240.179993 | 2149496.822995 | 0.290163 | 0.672666 | 0.471633 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [671.3642548096869, 671.3642541527998, 671.3642760802122, 671.3643386615144] inner cv sdevs: [654.4622489351129, 654.4622491026787, 654.4622918062121, 654.4622502196388] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 671.3642541527998 654.4622491026787 test cv mean error, stdev (10 folds): [733.3768907251421, 654.8678372511378] sell date: 2022-07-24 expected return: 0.10903811991356427 discounted return: 0.0024097145437365075 quarter return: 1.088666637943265
['options', ('2022-06-17',)]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
supply trend: 15854911.649016641
risk trend factor: -5.669686524892829
totalAssets
VFH 1.055284e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 79.93 | 79.139405 | 83.671588 | 88.203771 | 88.13127 | 4.903389 | 78.324492 | 97.938048 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VFH | 1.068786 | 79.93 | 15854911.649017 | 0.524221 | 0.532803 | 0.492594 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [42.70072726557552, 42.700870467500955, 42.700395731328086, 42.70039772700315] inner cv sdevs: [22.497146112724955, 22.497163194155622, 22.49682375054689, 22.496822646085114] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 42.700395731328086 22.49682375054689 test cv mean error, stdev (10 folds): [43.67042803741906, 23.374500741125946] sell date: 2022-08-28 expected return: 0.09057745227206852 discounted return: 0.0011122505113998482 quarter return: 1.088666637943265
['options', ('2022-08-19',)]
symbol: VGT
sector: error
sector: Technology
Index: nan
supply trend: 13900429.727685325
risk trend factor: -6.117689136620628
totalAssets
VGT 5.044675e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 337.339996 | 330.411387 | 350.71381 | 371.016232 | 377.021272 | 26.470697 | 324.079878 | 429.962665 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VGT | 1.13554 | 337.339996 | 13900429.727685 | 0.3501 | 0.739205 | 0.427823 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [772.6213477762274, 772.6764625393217, 772.6738691308002, 772.6740350533523] inner cv sdevs: [540.8858114150879, 540.8841678746194, 540.8845079058593, 540.8846882060847] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 772.6213477762274 540.8858114150879 test cv mean error, stdev (10 folds): [814.2371274072731, 550.2814410384026] sell date: 2022-07-24 expected return: 0.09931793133060811 discounted return: 0.0022045176641674047 quarter return: 1.088666637943265
['options', ('2022-06-17', '2022-08-19')]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
supply trend: 4281925.491679274
risk trend factor: -9.183162170232858
Empty DataFrame
Columns: []
Index: [VOX]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 97.699997 | 97.197858 | 101.223333 | 105.248808 | 109.186032 | 8.472157 | 92.241718 | 126.130346 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VOX | 1.950828 | 97.699997 | 4281925.491679 | 0.137637 | 0.718884 | 0.512033 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [72.16755946546101, 72.16755336537071, 72.16755895245176, 72.16755400047715] inner cv sdevs: [56.50883622762009, 56.50883936074048, 56.508834496998716, 56.50883795461088] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 72.16755336537071 56.50883936074048 test cv mean error, stdev (10 folds): [76.72465733429601, 57.3073708296177] sell date: 2022-09-11 expected return: 0.09858056135188568 discounted return: 0.0010224674480645568 quarter return: 1.088666637943265
['options', ('2022-07-15',)]
symbol: MTOR
sector: error
sector: error
Index: SP600
supply trend: 20301256.12708018
risk trend factor: 10.517268141249515
Empty DataFrame
Columns: []
Index: [MTOR]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 36.119999 | 35.91395 | 36.090158 | 36.266367 | 35.849206 | 0.25859 | 35.332026 | 36.366386 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MTOR | 1.167952 | 36.119999 | 20301256.12708 | 0.990077 | 0.308552 | 0.433895 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [11.798481873237428, 11.798481867152653, 11.798481873950836, 11.798481866829496] inner cv sdevs: [6.599762464246281, 6.59976246495462, 6.599762462470213, 6.599762465376386] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 11.798481866829496 6.599762465376386 test cv mean error, stdev (10 folds): [11.000150614565854, 6.395458574315166] sell date: 2022-07-10 expected return: 0.0018817399253713135 discounted return: 6.482871062507556e-05 quarter return: 1.088666637943265
['options', ('2022-08-19',)]
symbol: Y
sector: Financial Services
Index: SP400
supply trend: 1456858.6989409984
risk trend factor: 7.384771627869685
beta currentRatio debtToEquity earningsGrowth ebitda \
Y 0.663839 1.597 31.5 -0.433 1620000000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
Y 0.13423 9.936376 90016496 0.44211 5101669000
heldPercentInstitutions industry marketCap \
Y 0.86723 Insurance—Property & Casualty 11220848640
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
Y 1928840960 0.11935 0 0.15 1.305451
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
Y 0.929715 0.0771 1.004 0.02938
returnOnEquity revenueGrowth revenuePerShare sector \
Y 0.11868 0.025 878.577 Financial Services
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
Y 13454900 2.32 2298860032 170.857 2822777088
totalRevenue trailingPE
Y 12069126144 12.311554
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 834.109985 | 831.51432 | 833.616982 | 835.719644 | 825.774444 | 46.881434 | 732.011576 | 919.537313 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| Y | 1.713893 | 834.109985 | 1456858.698941 | 0.928509 | 0.389055 | 0.457411 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [6721.824159129887, 6721.823851206655, 6721.824159129887, 6721.824147924589] inner cv sdevs: [10568.593985183363, 10568.594073462278, 10568.593985183365, 10568.59398766688] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 6721.823851206655 10568.594073462278 test cv mean error, stdev (10 folds): [7230.63170224152, 10955.225264714203] sell date: 2022-08-07 expected return: 0.00405218950026683 discounted return: 7.094991143130613e-05 quarter return: 1.088666637943265
['options', ('2022-07-15',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.71
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 96
governanceScore 11.77
environmentPercentile None
animalTesting False
tobacco False
totalEsg 21.71
highestControversy 1
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 30.32
peerGroup Insurance
smallArms False
environmentScore 1.23
governancePercentile None
militaryContract False]
symbol: TVTY
sector: error
sector: error
Index: SP600
supply trend: 14974563.993948562
risk trend factor: 5.3931495326188665
Empty DataFrame
Columns: []
Index: [TVTY]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 32.279999 | 31.743907 | 32.163968 | 32.58403 | 31.682698 | 1.007618 | 29.667462 | 33.697934 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TVTY | 0.975728 | 32.279999 | 14974563.993949 | 0.973128 | 0.524133 | 0.449983 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [15.049909070314625, 15.049909048123151, 15.049909062801435, 15.049909045269755] inner cv sdevs: [12.118041622879119, 12.118041607710255, 12.11804164813041, 12.11804160616538] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 15.049909045269755 12.11804160616538 test cv mean error, stdev (10 folds): [16.007741231677706, 12.306086227409386] sell date: 2022-07-24 expected return: 0.02615669790355043 discounted return: 0.0006006561842453184 quarter return: 1.088666637943265
['options', ('2022-08-19',)]
symbol: MCK
sector: Healthcare
Index: SP500
supply trend: 33946622.76853253
risk trend factor: 4.004949352728542
beta currentRatio dividendRate dividendYield earningsGrowth \
MCK 0.663839 0.954 1.88 0.0059 -0.406
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
MCK 3191000064 0.01209 12.411926 2685625088 0.04957
grossProfits heldPercentInstitutions industry marketCap \
MCK 13084000000 0.9152 Medical Distribution 45990576128
operatingCashflow operatingMargins payoutRatio pegRatio \
MCK 4433999872 0.00965 0.2521 1
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MCK 0.174229 0.00422 0.456 0.02481
revenueGrowth revenuePerShare sector sharesOutstanding shortRatio \
MCK 0.118 1733.198 Healthcare 145364992 2.18
totalCash totalCashPerShare totalDebt totalRevenue trailingPE
MCK 3532000000 24.297 7616999936 263965999104 43.771442
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 313.339996 | 310.325661 | 323.309364 | 336.293067 | 316.762698 | 11.943256 | 292.876186 | 340.649211 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MCK | 0.653279 | 313.339996 | 33946622.768533 | 0.86712 | 0.998714 | 0.463166 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [497.8005613278869, 497.80055581748616, 497.8004877140463, 497.8005613050382] inner cv sdevs: [609.6271233413875, 609.6271252123489, 609.6271693423678, 609.6271242848476] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 497.8004877140463 609.6271693423678 test cv mean error, stdev (10 folds): [535.2436879530869, 627.2065002447416] sell date: 2022-09-04 expected return: 0.04085115703667034 discounted return: 0.0004711556490613056 quarter return: 1.088666637943265
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.37
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 58
governanceScore 5.52
environmentPercentile None
animalTesting False
tobacco False
totalEsg 15.17
highestControversy 3
esgPerformance UNDER_PERF
coal False
pesticides False
adult False
percentile 10.18
peerGroup Healthcare
smallArms False
environmentScore 2.29
governancePercentile None
militaryContract False]
symbol: ACC
sector: error
sector: error
Index: SP400
supply trend: 20837020.877458397
risk trend factor: 3.9171880564096475
Empty DataFrame
Columns: []
Index: [ACC]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 64.769997 | 64.467277 | 64.776825 | 65.086373 | 61.316984 | 4.33668 | 52.643624 | 69.990344 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ACC | 2.984429 | 64.769997 | 20837020.877458 | 0.986823 | 0.981927 | 0.416828 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [29.57667355583728, 29.576676123282482, 29.576677183080424, 29.576677162087382] inner cv sdevs: [40.30145312871269, 40.3014555819967, 40.30145516296983, 40.301455243745366] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 29.57667355583728 40.30145312871269 test cv mean error, stdev (10 folds): [32.00345563403872, 41.49513046924586] sell date: 2022-07-17 expected return: 0.008892417182464725 discounted return: 0.0002459500318106045 quarter return: 1.088666637943265
['options', ('2022-06-17',)]
symbol: CVX
sector: Energy
Index: SP500
supply trend: 181490743.72163388
risk trend factor: 3.856636911038389
beta currentRatio debtToEquity dividendRate dividendYield \
CVX 1.078947 1.433 19.941 5.68 0.0315
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
CVX 3.473 38521999360 0.21783 12.431709 21073375232
grossMargins grossProfits heldPercentInstitutions industry \
CVX 0.40935 66234000000 0.71587 Oil & Gas Integrated
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
CVX 355886039040 33045999616 0.12219 0.5113 0.6
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
CVX 2.433922 2.012429 0.11596 1.119
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
CVX 0.05505 0.1469 0.683 92.025 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
CVX 1964809984 2.03 11704000512 5.957 29333000192
totalRevenue trailingPE
CVX 176843997184 17.0187
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 175.399994 | 164.142905 | 173.680233 | 183.21756 | 166.649167 | 6.846673 | 152.95582 | 180.342513 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CVX | 1.209596 | 175.399994 | 181490743.721634 | 0.940293 | 0.97985 | 0.498334 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [128.61405931947144, 128.6140594139103, 128.61405928960502, 128.61405920732676] inner cv sdevs: [101.65677245357666, 101.65677242384314, 101.6567722318635, 101.65677211829488] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 128.61405920732676 101.65677211829488 test cv mean error, stdev (10 folds): [140.85506710188815, 98.58622802505364] sell date: 2022-08-28 expected return: 0.05622154534596175 discounted return: 0.0007015018349525448 quarter return: 1.088666637943265
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.63
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 9.95
environmentPercentile None
animalTesting True
tobacco False
totalEsg 43
highestControversy 3
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 92.22
peerGroup Oil & Gas Producers
smallArms False
environmentScore 22.42
governancePercentile None
militaryContract False]
symbol: EQT
sector: Energy
Index: SP400
supply trend: 137472571.69969743
risk trend factor: 3.747308089815218
beta currentRatio debtToEquity dividendRate dividendYield \
EQT 1.156862 0.398 61.543 0.5 0.0133
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
EQT -1089323008 -0.13465 21.603603 2408109568 0.734
grossProfits heldPercentInstitutions industry marketCap \
EQT 4672261000 1.00436 Oil & Gas E&P 18126721024
operatingCashflow operatingMargins pegRatio priceToBook \
EQT 2283751936 -0.3565 0.27 2.196373
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
EQT 2.240665 -0.32564 0.162 -0.09046
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
EQT -0.3018 1.206 23.313 Energy 377955008
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
EQT 2 16913000 0.046 5050277888 8089885184
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 47.959999 | 37.159954 | 45.132857 | 53.10576 | 39.467778 | 6.586657 | 26.294463 | 52.641093 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| EQT | 1.217357 | 47.959999 | 137472571.699697 | 0.938581 | 0.932879 | 0.501911 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [30.97478336736596, 30.974783211447075, 30.974783336226345, 30.97478339092596] inner cv sdevs: [53.63461723189105, 53.63461698288287, 53.63461703477288, 53.63461701413843] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 30.974783211447075 53.63461698288287 test cv mean error, stdev (10 folds): [33.98771102918531, 55.357784620262144] sell date: 2022-09-11 expected return: 0.12306220461903956 discounted return: 0.0012623076240350084 quarter return: 1.088666637943265
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Total Liab 1.360858e+10 1.156162e+10 1.475200e+10
Total Stockholder Equity 8.188673e+09 1.002953e+10 8.248460e+09
Minority Interest 1.736000e+07 1.623600e+07 1.126500e+07
Other Current Liab 5.695198e+09 2.471048e+09 6.032718e+09
Total Assets 2.181461e+10 2.160739e+10 2.301172e+10
Common Stock 9.921348e+09 1.016796e+10 1.018065e+10
Other Current Assets 1.304109e+09 6.911100e+08 1.428073e+09
Retained Earnings -1.725279e+09 -1.157790e+08 -1.908833e+09
Other Liab 1.446828e+09 1.926612e+09 1.346475e+09
Treasury Stock -7.396000e+06 -2.265700e+07 -2.335900e+07
Other Assets 4.927920e+08 8.756020e+08 8.897110e+08
Cash 1.691300e+07 1.139630e+08 2.279200e+07
Total Current Liabilities 7.605287e+09 5.080171e+09 7.228353e+09
Short Long Term Debt 4.938150e+08 9.549000e+08 1.244100e+07
Other Stockholder Equity -4.548000e+06 -4.611000e+06 -5.157000e+06
Property Plant Equipment 1.829589e+10 1.844502e+10 1.878111e+10
Total Current Assets 3.025930e+09 2.286766e+09 3.340899e+09
Net Tangible Assets 8.188673e+09 1.002953e+10 8.248460e+09
Net Receivables 1.212596e+09 1.438031e+09 1.132364e+09
Long Term Debt 4.556463e+09 4.530102e+09 6.177167e+09
Accounts Payable 1.416274e+09 1.339251e+09 1.183194e+09
2021-06-30
Total Liab 1.068284e+10
Total Stockholder Equity 8.291758e+09
Minority Interest 1.066400e+07
Other Current Liab 2.459368e+09
Total Assets 1.898526e+10
Common Stock 8.245752e+09
Other Current Assets 6.488550e+08
Retained Earnings 7.128400e+07
Other Liab 1.907015e+09
Treasury Stock -2.527800e+07
Other Assets 9.975310e+08
Cash 3.307700e+08
Total Current Liabilities 3.679201e+09
Short Long Term Debt 3.996990e+08
Other Stockholder Equity -5.194000e+06
Property Plant Equipment 1.581907e+10
Total Current Assets 2.168655e+09
Net Tangible Assets 8.291758e+09
Net Receivables 6.515680e+08
Long Term Debt 5.096619e+09
Accounts Payable 8.201340e+08 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities 5.286700e+07 1.804790e+08
Total Cashflows From Investing Activities -2.911720e+08 -3.578840e+08
Net Borrowings -5.441740e+08 -7.123310e+08
Total Cash From Financing Activities -8.270970e+08 -7.218910e+08
Change To Operating Activities -1.461280e+08 5.418350e+08
Issuance Of Stock 1.214000e+06 1.214000e+06
Net Income -1.516048e+09 1.801333e+09
Change In Cash -9.705000e+07 9.117100e+07
Repurchase Of Stock -2.301390e+08 -1.296200e+07
Total Cash From Operating Activities 1.021219e+09 1.170946e+09
Depreciation 4.352770e+08 5.105630e+08
Other Cashflows From Investing Activities -1.490000e+05 -2.778600e+07
Dividends Paid -4.706300e+07 -4.706300e+07
Change To Account Receivables 2.259680e+08 -2.955500e+08
Other Cashflows From Financing Activities -6.935000e+06 3.402000e+06
Change To Netincome 1.969283e+09 -1.570860e+09
Capital Expenditures -2.922810e+08 -3.481900e+08
Investments NaN 2.436900e+07
2021-09-30 2021-06-30
Change To Liabilities 1.653180e+08 -5541000.0
Total Cashflows From Investing Activities -1.039960e+09 -426988000.0
Net Borrowings 6.856860e+08 698705000.0
Total Cash From Financing Activities 6.838740e+08 673609000.0
Change To Operating Activities -2.052750e+08 -360908000.0
Issuance Of Stock 1.214000e+06 1214000.0
Net Income -1.980117e+09 -936457000.0
Change In Cash -3.079780e+08 290100000.0
Repurchase Of Stock -1.122000e+06 -51000.0
Total Cash From Operating Activities 4.810800e+07 43479000.0
Depreciation 4.528740e+08 391417000.0
Other Cashflows From Investing Activities 8.465000e+06 1758000.0
Dividends Paid -4.706300e+07 -47063000.0
Change To Account Receivables -3.048780e+08 13335000.0
Other Cashflows From Financing Activities -6.900000e+05 -25045000.0
Change To Netincome 1.923332e+09 941633000.0
Capital Expenditures -2.366790e+08 -218982000.0
Investments 2.436900e+07 24369000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 1063417000 -936457000
3Q2021 1766717000 -1980117000
4Q2021 2792407000 1801333000
1Q2022 2467344000 -1516048000]
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax -1980280000.0 2393634000.0
Minority Interest 17360000.0 16236000.0
Net Income -1516048000.0 1801333000.0
Selling General Administrative 69096000.0 52343000.0
Gross Profit 1911411000.0 2213006000.0
Ebit -1859484000.0 2753035000.0
Operating Income -1859484000.0 2753035000.0
Other Operating Expenses 3278929000.0 -1069974000.0
Interest Expense -67902000.0 -76469000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense -465697000.0 591080000.0
Total Revenue 2467344000.0 2792407000.0
Total Operating Expenses 4326828000.0 39372000.0
Cost Of Revenue 555933000.0 579401000.0
Total Other Income Expense Net -120796000.0 -359401000.0
Discontinued Operations None None
Net Income From Continuing Ops -1514583000.0 1802554000.0
Net Income Applicable To Common Shares -1516048000.0 1801333000.0
2021-09-30 2021-06-30
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax -2642431000.0 -1284365000.0
Minority Interest 11265000.0 10664000.0
Net Income -1980117000.0 -936457000.0
Selling General Administrative 49113000.0 49853000.0
Gross Profit 1239679000.0 573854000.0
Ebit -2568808000.0 -1208823000.0
Operating Income -2568808000.0 -1208823000.0
Other Operating Expenses 3296003000.0 1350757000.0
Interest Expense -80349000.0 -76986000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense -662915000.0 -347846000.0
Total Revenue 1766717000.0 1063417000.0
Total Operating Expenses 4335525000.0 2272240000.0
Cost Of Revenue 527038000.0 489563000.0
Total Other Income Expense Net -73623000.0 -75542000.0
Discontinued Operations None None
Net Income From Continuing Ops -1979516000.0 -936519000.0
Net Income Applicable To Common Shares -1980117000.0 -936457000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 10743775 2021-12-30
1 Vanguard Small-Cap Index Fund 9517470 2021-12-30
2 iShares Core S&P Midcap ETF 8386370 2022-01-30
3 Fidelity Low-Priced Stock Fund 7654281 2022-02-27
4 Price (T.Rowe) Mid-Cap Value Fund 6376041 2021-12-30
5 Vanguard Small Cap Value Index Fund 6033276 2021-12-30
6 Blackrock Equity Dividend Fund 4987579 2022-01-30
7 BlackRock Global Allocation Fund 4799848 2022-01-30
8 Fidelity Mid-Cap Stock Fund 4651596 2022-02-27
9 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 4286671 2022-01-30
% Out Value
0 0.0291 234321732
1 0.0258 207576020
2 0.0227 178210362
3 0.0207 177120062
4 0.0173 139061454
5 0.0163 131585749
6 0.0135 105986053
7 0.0130 101996770
8 0.0126 107637931
9 0.0116 91091758 ]
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.21
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 7.64
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 37.38
highestControversy 1
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 83.58
peerGroup Oil & Gas Producers
smallArms False
environmentScore 19.53
governancePercentile 0
militaryContract False]
symbol: LNTH
sector: Healthcare
Index: SP600
supply trend: 10889615.279878972
risk trend factor: 3.5409330254651064
beta currentRatio debtToEquity earningsGrowth ebitda \
LNTH 0.750453 1.828 36.846 3.692 108329000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
LNTH 0.20002 21.648647 77142872 0.50913 187695000
heldPercentInstitutions industry marketCap \
LNTH 1.01214 Diagnostics & Research 4947831808
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
LNTH 54362000 0.11518 0 0.63 9.582613
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
LNTH 9.135937 -0.06892 1.563 0.04389
returnOnEquity revenueGrowth revenuePerShare sector \
LNTH -0.07151 1.258 7.998 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
LNTH 68634096 2 105355000 1.535 190072992
totalRevenue
LNTH 541579008
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 63.849998 | 59.745909 | 66.695412 | 73.644916 | 61.080317 | 5.710885 | 49.658547 | 72.502087 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| LNTH | 2.300963 | 63.849998 | 10889615.279879 | 0.843029 | 0.990883 | 0.532857 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [31.933175214722727, 31.93317520469874, 31.933175389280596, 31.933175194142244] inner cv sdevs: [51.052178099857336, 51.05217809057092, 51.05217809042164, 51.05217809426761] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 31.933175194142244 51.05217809426761 test cv mean error, stdev (10 folds): [33.7692820991457, 53.19655254585877] sell date: 2022-09-11 expected return: 0.3110417649649527 discounted return: 0.0029480550535534444 quarter return: 1.088666637943265
['options', ('2022-07-15',)]
symbol: SWX
sector: Utilities
Index: SP400
supply trend: 7059509.30408472
risk trend factor: 3.5300741485196108
beta currentRatio debtToEquity dividendRate dividendYield \
SWX 0.108035 0.778 174.475 2.48 0.0263
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
SWX -0.222 786628992 0.19366 19.052631 -470833120
grossMargins grossProfits heldPercentInstitutions \
SWX 0.21709 853431000 0.89023
industry marketCap operatingCashflow operatingMargins \
SWX Utilities—Regulated Gas 6292110336 350460000 0.09512
payoutRatio pegRatio priceToBook priceToSalesTrailing12Months \
SWX 0.8123 5.02 1.803307 1.549036
profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth \
SWX 0.04423 0.551 0.02178 0.05621 0.431
revenuePerShare sector sharesOutstanding shortRatio totalCash \
SWX 67.779 Utilities 66852000 1.78 624665984
totalCashPerShare totalDebt totalRevenue trailingPE
SWX 9.344 6324827136 4061953024 31.40474
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 91.889999 | 91.063144 | 92.741905 | 94.420666 | 86.342857 | 6.301906 | 73.739044 | 98.94667 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SWX | 1.47625 | 91.889999 | 7059509.304085 | 0.903418 | 0.284442 | 0.398907 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [33.735611469194424, 33.73561159418416, 33.73561156662394, 33.73561159418415] inner cv sdevs: [28.40040094174447, 28.40040120064368, 28.40040121769575, 28.40040120064368] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 33.735611469194424 28.40040094174447 test cv mean error, stdev (10 folds): [35.08856458842025, 29.446659702791415] sell date: 2022-08-14 expected return: 0.027545572757377436 discounted return: 0.0004246685751354562 quarter return: 1.088666637943265
['options', ('2022-07-15',)]
symbol: MPC
sector: Energy
Index: SP500
supply trend: 132481329.19818456
risk trend factor: 3.5134226610249177
beta currentRatio debtToEquity dividendRate dividendYield \
MPC 1.910294 1.704 80.117 2.32 0.0242
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MPC 1.917 7120999936 0.05912 25.672987 16415250432
grossMargins grossProfits heldPercentInstitutions \
MPC 0.0867 10443000000 0.82037
industry marketCap operatingCashflow \
MPC Oil & Gas Refining & Marketing 66692796416 4360000000
operatingMargins payoutRatio pegRatio priceToBook \
MPC 0.03119 0.5472 0.55 2.38288
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MPC 0.553692 0.08085 1.222 0.02754
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MPC 0.08003 0.967 189.986 Energy 615587968
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
MPC 2.92 10839000064 19.177 26904000512 120450998272
trailingPE
MPC 7.604941
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 108.339996 | 89.236784 | 101.560094 | 113.883404 | 90.742918 | 9.631609 | 71.4797 | 110.006136 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MPC | 0.997729 | 108.339996 | 132481329.198185 | 0.931541 | 0.991702 | 0.523957 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [83.48401503836514, 83.48401491889295, 83.4840136963219, 83.4840149654828] inner cv sdevs: [116.67724779837268, 116.67724791072474, 116.67724802786846, 116.6772483466856] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 83.4840136963219 116.67724802786846 test cv mean error, stdev (10 folds): [80.78367484793935, 122.04395972630111] sell date: 2022-08-28 expected return: 0.03807236129783712 discounted return: 0.00047915956216870725 quarter return: 1.088666637943265
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 3.326200e+10 3.325600e+10 3.323800e+10
Total Liab 5.179200e+10 5.333600e+10 5.760700e+10
Total Stockholder Equity 2.620600e+10 2.828000e+10 2.892100e+10
Minority Interest 7.375000e+09 7.684000e+09 7.772000e+09
Other Current Liab 2.278000e+09 3.377000e+09 6.148000e+09
Total Assets 8.537300e+10 8.930000e+10 9.430000e+10
Common Stock 1.000000e+07 1.000000e+07 1.000000e+07
Other Current Assets 5.680000e+08 5.850000e+08 5.850000e+08
Retained Earnings 1.290500e+10 1.248400e+10 1.216000e+10
Other Liab 7.999000e+09 8.193000e+09 8.825000e+09
Good Will 8.256000e+09 8.256000e+09 8.256000e+09
Treasury Stock -1.997100e+10 -1.747000e+10 -1.648700e+10
Other Assets 2.400000e+09 2.463000e+09 2.532000e+09
Cash 5.291000e+09 5.874000e+09 1.183900e+10
Total Current Liabilities 1.789800e+10 1.689800e+10 1.951200e+10
Deferred Long Term Asset Charges 2.000000e+06 NaN NaN
Short Long Term Debt 4.980000e+08 7.300000e+07 7.000000e+07
Other Stockholder Equity -6.700000e+07 -3.440000e+08 -3.400000e+08
Property Plant Equipment 3.881200e+10 3.905400e+10 3.949600e+10
Total Current Assets 3.049600e+10 3.414300e+10 3.859200e+10
Long Term Investments 5.409000e+09 5.384000e+09 5.424000e+09
Net Tangible Assets 1.795000e+10 2.002400e+10 2.066500e+10
Short Term Investments 5.548000e+09 7.352000e+09 5.418000e+09
Net Receivables 1.103400e+10 1.112100e+10 1.187100e+10
Long Term Debt 2.444300e+10 2.665500e+10 2.763900e+10
Inventory 8.055000e+09 9.211000e+09 8.879000e+09
Accounts Payable 1.370000e+10 1.219600e+10 1.217000e+10
2021-03-31
Capital Surplus 3.322200e+10
Total Liab 5.717200e+10
Total Stockholder Equity 2.159200e+10
Minority Interest 7.887000e+09
Other Current Liab 3.370000e+09
Total Assets 8.665100e+10
Common Stock 1.000000e+07
Other Current Assets 1.176200e+10
Retained Earnings 4.029000e+09
Other Liab 9.386000e+09
Good Will 8.256000e+09
Treasury Stock -1.566900e+10
Other Assets 2.594000e+09
Cash 6.240000e+08
Total Current Liabilities 1.608500e+10
Deferred Long Term Asset Charges NaN
Short Long Term Debt 6.900000e+07
Other Stockholder Equity -5.110000e+08
Property Plant Equipment 4.000500e+10
Total Current Assets 3.036100e+10
Long Term Investments 5.435000e+09
Net Tangible Assets 1.333600e+10
Short Term Investments NaN
Net Receivables 9.568000e+09
Long Term Debt 3.006100e+10
Inventory 8.407000e+09
Accounts Payable 9.953000e+09 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 1.742000e+09 -1.934000e+09
Change To Liabilities 1.590000e+09 1.930000e+08
Total Cashflows From Investing Activities 1.448000e+09 -2.054000e+09
Net Borrowings -1.951000e+09 -1.018000e+09
Total Cash From Financing Activities -5.703000e+09 -2.762000e+09
Change To Operating Activities -2.000000e+06 1.000000e+06
Issuance Of Stock 3.500000e+07 1.800000e+07
Net Income 7.740000e+08 6.940000e+08
Change In Cash -5.810000e+08 -5.964000e+09
Repurchase Of Stock -2.742000e+09 -9.280000e+08
Total Cash From Operating Activities 3.674000e+09 -1.148000e+09
Depreciation 8.130000e+08 8.360000e+08
Other Cashflows From Investing Activities 1.320000e+08 2.400000e+08
Dividends Paid -3.540000e+08 -3.700000e+08
Change To Inventory 1.173000e+09 -3.260000e+08
Change To Account Receivables -1.534000e+09 1.820000e+08
Other Cashflows From Financing Activities -6.910000e+08 -4.640000e+08
Change To Netincome 8.400000e+08 -2.746000e+09
Capital Expenditures -4.810000e+08 -3.770000e+08
2021-06-30 2021-03-31
Investments -5.477000e+09 -5.000000e+07
Change To Liabilities 2.656000e+09 1.821000e+09
Total Cashflows From Investing Activities 1.567000e+10 -2.670000e+08
Net Borrowings -4.169000e+09 8.650000e+08
Total Cash From Financing Activities -5.970000e+09 1.600000e+07
Change To Operating Activities -1.000000e+06 5.000000e+06
Issuance Of Stock 3.000000e+07 2.300000e+07
Net Income 8.512000e+09 -2.420000e+08
Change In Cash 1.108000e+10 2.030000e+08
Repurchase Of Stock -9.840000e+08 -9.840000e+08
Total Cash From Operating Activities 1.380000e+09 4.540000e+08
Depreciation 8.710000e+08 8.440000e+08
Other Cashflows From Investing Activities 2.144400e+10 1.100000e+07
Dividends Paid -3.810000e+08 -3.790000e+08
Change To Inventory -4.720000e+08 -4.080000e+08
Change To Account Receivables -2.224000e+09 -1.723000e+09
Other Cashflows From Financing Activities -4.660000e+08 -4.930000e+08
Change To Netincome -7.981000e+09 1.350000e+08
Capital Expenditures -3.020000e+08 -3.040000e+08 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 22788000000 -242000000
2Q2021 29734000000 8512000000
3Q2021 32491000000 694000000
4Q2021 35438000000 774000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1348000000.0 1012000000.0
Minority Interest 7375000000.0 7684000000.0
Net Income 774000000.0 694000000.0
Selling General Administrative 654000000.0 691000000.0
Gross Profit 3254000000.0 2928000000.0
Ebit 1610000000.0 1208000000.0
Operating Income 1610000000.0 1208000000.0
Other Operating Expenses 177000000.0 193000000.0
Interest Expense -302000000.0 -313000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 243000000.0 -18000000.0
Total Revenue 35438000000.0 32491000000.0
Total Operating Expenses 33828000000.0 31283000000.0
Cost Of Revenue 32184000000.0 29563000000.0
Total Other Income Expense Net -262000000.0 -196000000.0
Discontinued Operations NaN NaN
Net Income From Continuing Ops 1105000000.0 1030000000.0
Net Income Applicable To Common Shares 772000000.0 694000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 593000000.0 -136000000.0
Minority Interest 7772000000.0 7887000000.0
Net Income 8512000000.0 -242000000.0
Selling General Administrative 681000000.0 575000000.0
Gross Profit 2557000000.0 1704000000.0
Ebit 816000000.0 123000000.0
Operating Income 816000000.0 123000000.0
Other Operating Expenses 189000000.0 162000000.0
Interest Expense -318000000.0 -334000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 5000000.0 34000000.0
Total Revenue 29734000000.0 22788000000.0
Total Operating Expenses 28918000000.0 22665000000.0
Cost Of Revenue 27177000000.0 21084000000.0
Total Other Income Expense Net -223000000.0 -259000000.0
Discontinued Operations 8214000000.0 234000000.0
Net Income From Continuing Ops 588000000.0 -170000000.0
Net Income Applicable To Common Shares 8512000000.0 -242000000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Select Sector SPDR Fund-Energy Select 18103056 2022-01-30
1 Vanguard Total Stock Market Index Fund 17494854 2021-12-30
2 Vanguard 500 Index Fund 13037019 2021-12-30
3 Vanguard Mid-Cap Index Fund 6960433 2021-12-30
4 SPDR S&P 500 ETF Trust 6540311 2022-01-30
5 Fidelity 500 Index Fund 6304109 2022-02-27
6 iShares Core S&P 500 ETF 5120813 2022-01-30
7 Vanguard Index-Value Index Fund 4704115 2021-12-30
8 Vanguard Institutional Index Fund-Institutiona... 4638261 2021-12-30
9 iShares Select Dividend ETF 4127022 2022-01-30
% Out Value
0 0.0335 1298894268
1 0.0323 1119495707
2 0.0241 834238845
3 0.0129 445398107
4 0.0121 469267314
5 0.0117 490900967
6 0.0095 367418332
7 0.0087 301016318
8 0.0086 296802321
9 0.0076 296113828 ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 39
governanceScore 5.87
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 28.78
highestControversy 3
esgPerformance None
coal False
pesticides False
adult False
percentile 57.14
peerGroup Refiners & Pipelines
smallArms False
environmentScore 15.91
governancePercentile 0
militaryContract False]
symbol: MUSA
sector: Consumer Cyclical
Index: SP400
supply trend: 7365132.299546142
risk trend factor: 3.503539798547629
beta currentRatio debtToEquity dividendRate dividendYield \
MUSA 0.820982 1.083 283.285 1.24 0.005
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MUSA 2.025 950200000 0.05637 19.691177 451787488
grossMargins grossProfits heldPercentInstitutions industry \
MUSA 0.07071 1064700000 0.86324 Specialty Retail
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MUSA 6157129216 846800000 0.04334 0.0569 3.33
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MUSA 7.779171 0.365287 0.02931 0.733
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
MUSA 0.11155 0.62846 0.501 658.653
sector sharesOutstanding shortRatio totalCash \
MUSA Consumer Cyclical 24201600 4.6 356200000
totalCashPerShare totalDebt totalRevenue trailingPE
MUSA 14.718 2242200064 16855600128 13.386478
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 237.960007 | 234.45771 | 245.340318 | 256.222926 | 227.287143 | 21.941358 | 183.404427 | 271.169859 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MUSA | 1.023661 | 237.960007 | 7365132.299546 | 0.839578 | 0.99617 | 0.410367 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [686.9549082753548, 686.9548967640432, 686.9549028845631, 686.9549102028124] inner cv sdevs: [881.8571583739914, 881.8571501744585, 881.8571426927148, 881.8571571956026] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 686.9548967640432 881.8571501744585 test cv mean error, stdev (10 folds): [665.0229268952188, 922.0347570322043] sell date: 2022-08-14 expected return: 0.08993865023834105 discounted return: 0.001346552827847125 quarter return: 1.088666637943265
['options', ('2022-07-15', '2022-11-18')]
symbol: SJI
sector: Utilities
Index: SP600
supply trend: 18167782.072617248
risk trend factor: 3.390475619569739
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
SJI 0.767156 0.669 180.745 1.24 0.0371 563539008
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
SJI 0.2829 20.39521 -181286880 0.24213 482333000
heldPercentInstitutions industry marketCap \
SJI 0.85604 Utilities—Diversified 3829979136
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
SJI 273112992 0.17665 1.9758 3.88 2.094454
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
SJI 1.922684 0.04422 0.438 0.03142
returnOnEquity revenuePerShare sector sharesOutstanding shortRatio \
SJI 0.04828 18.23 Utilities 112448000 3.26
totalCash totalCashPerShare totalDebt totalRevenue trailingPE
SJI 28754000 0.245 3613896960 1991996032 48.587734
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 34.060001 | 33.346404 | 34.247778 | 35.149152 | 34.300159 | 0.35026 | 33.599639 | 35.000679 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SJI | 1.10309 | 34.060001 | 18167782.072617 | 0.92623 | 0.165217 | 0.413386 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [10.27849877763667, 10.278498498830599, 10.278499126524398, 10.278498619665013] inner cv sdevs: [11.103732442546214, 11.103732070350679, 11.103732279842928, 11.1037324153775] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 10.278498498830599 11.103732070350679 test cv mean error, stdev (10 folds): [11.107989516711722, 11.31607511556267] sell date: 2022-09-11 expected return: 0.07276068921724005 discounted return: 0.0007637198459640171 quarter return: 1.088666637943265
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 1.404300e+07 1.473100e+07 1.611800e+07
Capital Surplus 1.559060e+09 1.463655e+09 1.462322e+09
Total Liab 5.309231e+09 5.187967e+09 4.938285e+09
Total Stockholder Equity 1.989152e+09 1.828587e+09 1.887399e+09
Minority Interest 1.028900e+07 7.457000e+06 7.425000e+06
Deferred Long Term Liab 6.724160e+08 6.694870e+08 6.701760e+08
Other Current Liab 1.596050e+08 2.273930e+08 1.760970e+08
Total Assets 7.308672e+09 7.024011e+09 6.833109e+09
Common Stock 1.466750e+08 1.405610e+08 1.405570e+08
Other Current Assets 9.504100e+07 1.416900e+08 8.351100e+07
Retained Earnings 3.104330e+08 2.628420e+08 3.229880e+08
Other Liab 1.141049e+09 1.165851e+09 1.163466e+09
Good Will 7.069600e+08 7.069600e+08 7.069600e+08
Treasury Stock -2.701600e+07 -3.847100e+07 -3.846800e+07
Other Assets 9.811060e+08 9.530460e+08 9.168080e+08
Cash 2.875400e+07 2.541500e+07 8.789900e+07
Total Current Liabilities 9.556820e+08 8.187800e+08 5.896010e+08
Short Long Term Debt 6.663900e+07 6.663600e+07 9.155500e+07
Other Stockholder Equity -2.672900e+07 -3.819100e+07 -3.820000e+07
Property Plant Equipment 4.929055e+09 4.741429e+09 4.633664e+09
Total Current Assets 6.389620e+08 5.716560e+08 5.270180e+08
Long Term Investments 3.854600e+07 3.618900e+07 3.254100e+07
Net Tangible Assets 1.268149e+09 1.106896e+09 1.164321e+09
Net Receivables 3.951240e+08 2.603440e+08 2.495690e+08
Long Term Debt 3.190808e+09 3.197736e+09 3.182118e+09
Inventory 6.079700e+07 6.639100e+07 4.158000e+07
Accounts Payable 3.301640e+08 3.009550e+08 2.261080e+08
2021-03-31
Intangible Assets 1.570100e+07
Capital Surplus 1.193552e+09
Total Liab 4.971266e+09
Total Stockholder Equity 1.737118e+09
Minority Interest 6.124000e+06
Deferred Long Term Liab 6.507100e+08
Other Current Liab 1.368470e+08
Total Assets 6.714508e+09
Common Stock 1.282150e+08
Other Current Assets 3.854100e+07
Retained Earnings 4.538230e+08
Other Liab 1.148234e+09
Good Will 7.069600e+08
Treasury Stock -3.847200e+07
Other Assets 8.649660e+08
Cash 3.038600e+07
Total Current Liabilities 7.526990e+08
Short Long Term Debt 1.433030e+08
Other Stockholder Equity -3.820800e+07
Property Plant Equipment 4.524998e+09
Total Current Assets 4.889150e+08
Long Term Investments 1.129680e+08
Net Tangible Assets 1.014457e+09
Net Receivables 3.626680e+08
Long Term Debt 3.067233e+09
Inventory 2.054900e+07
Accounts Payable 2.180780e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Net Income 0.0 -26130000.0
Change To Liabilities 0.0 0.0
Investments NaN -22044000.0
Total Cashflows From Investing Activities NaN -164851000.0
Net Borrowings NaN 107800000.0
Total Cash From Financing Activities NaN 70091000.0
Change In Cash NaN -62484000.0
Total Cash From Operating Activities NaN 32276000.0
Depreciation NaN 48089000.0
Other Cashflows From Investing Activities NaN -1418000.0
Dividends Paid NaN -34007000.0
Other Cashflows From Financing Activities NaN -3702000.0
Change To Netincome NaN 10317000.0
Capital Expenditures NaN -141378000.0
Issuance Of Stock NaN NaN
2021-06-30 2021-03-31
Net Income -96828000.0 128598000.0
Change To Liabilities 0.0 0.0
Investments -17530000.0 -196000.0
Total Cashflows From Investing Activities -156992000.0 -112328000.0
Net Borrowings -84100000.0 -127600000.0
Total Cash From Financing Activities 169869000.0 -96098000.0
Change In Cash 56065000.0 -9963000.0
Total Cash From Operating Activities 43188000.0 198463000.0
Depreciation 49180000.0 54440000.0
Other Cashflows From Investing Activities 1968000.0 -6752000.0
Dividends Paid -30453000.0 -30453000.0
Other Cashflows From Financing Activities -3078000.0 -10770000.0
Change To Netincome 90836000.0 15425000.0
Capital Expenditures -126758000.0 -105380000.0
Issuance Of Stock 287500000.0 42272000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 674300000 128598000
2Q2021 311828000 -96828000
3Q2021 365631000 -26130000
4Q2021 0 0]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax NaN -37557000.0 -101362000.0
Minority Interest 10289000.0 7457000.0 7425000.0
Net Income 0.0 -26130000.0 -96828000.0
Selling General Administrative None None None
Gross Profit 0.0 16068000.0 47452000.0
Ebit 0.0 -8973000.0 11609000.0
Operating Income NaN -8973000.0 11609000.0
Other Operating Expenses NaN -8040000.0 2812000.0
Interest Expense NaN -31468000.0 -31185000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 0.0 -11727000.0 -4702000.0
Total Revenue 0.0 365631000.0 311828000.0
Total Operating Expenses 0.0 374604000.0 300219000.0
Cost Of Revenue 0.0 349563000.0 264376000.0
Total Other Income Expense Net 0.0 -28584000.0 -112971000.0
Discontinued Operations NaN -127000.0 -80000.0
Net Income From Continuing Ops NaN -25830000.0 -96660000.0
Net Income Applicable To Common Shares NaN -26130000.0 -96828000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax 170567000.0
Minority Interest 6124000.0
Net Income 128598000.0
Selling General Administrative None
Gross Profit 232623000.0
Ebit 196828000.0
Operating Income 196828000.0
Other Operating Expenses 3983000.0
Interest Expense -31459000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 41769000.0
Total Revenue 674300000.0
Total Operating Expenses 477472000.0
Cost Of Revenue 441677000.0
Total Other Income Expense Net -26261000.0
Discontinued Operations -71000.0
Net Income From Continuing Ops 128798000.0
Net Income Applicable To Common Shares 128598000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 SPDR (R) Ser Tr- SPDR (R) S&P (R) Dividend ETF 11551756 2022-01-30
1 iShares Core S&P Smallcap ETF 7909776 2022-01-30
2 Vanguard Total Stock Market Index Fund 3185871 2021-12-30
3 Vanguard Small-Cap Index Fund 2832115 2021-12-30
4 iShares Russell 2000 ETF 2351525 2022-01-30
5 SSgA SPDR ETFS Europe I-SPDR S&P US Dividend A... 2037036 2022-02-27
6 SSgA SPDR ETFS Europe I-SPDR S&P U.S. Div Aris... 2037036 2022-02-27
7 iShares S&P Smallcap 600 Value ETF 1870014 2022-01-30
8 Vanguard Small Cap Value Index Fund 1795423 2021-12-30
9 Delaware Group Equity Funds V-Small Cap Value ... 1632000 2022-02-27
% Out Value
0 0.0944 289024935
1 0.0646 197902595
2 0.0260 83214950
3 0.0231 73974843
4 0.0192 58835155
5 0.0166 69116631
6 0.0166 69116631
7 0.0153 46787750
8 0.0147 46896448
9 0.0133 55373760 ]
['options', ('2022-07-15',)]
symbol: XOM
sector: Energy
Index: SP500
supply trend: 399482859.5310136
risk trend factor: 3.314307263718105
beta currentRatio debtToEquity dividendRate dividendYield \
XOM 1.040834 1.072 26.929 3.52 0.0341
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
XOM 1.003 53895000064 0.17427 11.818078 31484874752
grossMargins grossProfits heldPercentInstitutions industry \
XOM 0.31806 90045000000 0.56852 Oil & Gas Integrated
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
XOM 440658558976 53653000192 0.10859 0.5804 0.36
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
XOM 2.603749 1.424839 0.08339 0.739
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
XOM 0.06097 0.1559 0.525 72.369 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
XOM 4213199872 1.13 11073999872 2.629 47537000448
totalRevenue trailingPE
XOM 309269004288 17.34494
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 100.459999 | 85.804488 | 95.616984 | 105.42948 | 88.303809 | 6.585828 | 75.132152 | 101.475466 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| XOM | 1.434399 | 100.459999 | 399482859.531014 | 0.931373 | 0.977852 | 0.536671 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [61.01120464854492, 61.011204648135624, 61.01120084377214, 61.01120078565846] inner cv sdevs: [50.63937718216418, 50.63937718259606, 50.639379848446104, 50.63937972272042] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 61.01120078565846 50.63937972272042 test cv mean error, stdev (10 folds): [66.79097363283856, 49.5309817074473] sell date: 2022-09-11 expected return: 0.10493453394394933 discounted return: 0.0010852198157298432 quarter return: 1.088666637943265
['options', ('2022-06-17', '2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 9.82
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 8.14
environmentPercentile None
animalTesting True
tobacco False
totalEsg 36.46
highestControversy 3
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.51
governancePercentile None
militaryContract False]
symbol: DVN
sector: Energy
Index: SP500
supply trend: 181231964.52344933
risk trend factor: 3.2541850258631513
beta currentRatio debtToEquity dividendRate dividendYield \
DVN 2.784803 1.376 71.922 5.08 0.0739
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
DVN 5506999808 0.41984 14.160611 2805625088 0.56522
grossProfits heldPercentInstitutions industry marketCap \
DVN 7414000000 0.86307 Oil & Gas E&P 50138619904
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
DVN 4898999808 0.25288 0.4991 0.43 5.618267
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
DVN 3.822415 0.21445 1.207 0.13402
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
DVN 0.45627 2.003 19.784 Energy 677000000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
DVN 1.7 2099000064 3.16 6760000000 13116999680
trailingPE
DVN 36.77259
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 74.059998 | 65.748411 | 73.181587 | 80.614763 | 64.876349 | 7.015184 | 50.845982 | 78.906716 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DVN | 1.304951 | 74.059998 | 181231964.523449 | 0.925492 | 0.994381 | 0.555599 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [53.96032657039057, 53.96032654131955, 53.960326753293344, 53.96032655241906] inner cv sdevs: [70.83920440007553, 70.83920436884608, 70.83920429097527, 70.83920442297958] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 53.96032654131955 70.83920436884608 test cv mean error, stdev (10 folds): [58.83065347734695, 72.51959205743258] sell date: 2022-09-11 expected return: 0.3539976654699068 discounted return: 0.003299577861266334 quarter return: 1.088666637943265
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 7.636000e+09 8.206000e+09 8.189000e+09
Total Liab 1.162600e+10 1.199600e+10 1.153000e+10
Total Stockholder Equity 9.262000e+09 8.924000e+09 8.399000e+09
Minority Interest 1.370000e+08 1.370000e+08 1.360000e+08
Other Current Liab 2.545000e+09 2.940000e+09 2.554000e+09
Total Assets 2.102500e+10 2.105700e+10 2.006500e+10
Common Stock 6.600000e+07 6.800000e+07 6.800000e+07
Other Current Assets 5.240000e+08 4.860000e+08 5.030000e+08
Retained Earnings 1.692000e+09 7.500000e+08 2.430000e+08
Other Liab 1.805000e+09 1.743000e+09 1.698000e+09
Good Will 7.530000e+08 7.530000e+08 7.530000e+08
Treasury Stock -1.320000e+08 -1.000000e+08 -1.010000e+08
Other Assets 3.780000e+08 3.670000e+08 3.970000e+08
Cash 2.099000e+09 2.144000e+09 1.348000e+09
Total Current Liabilities 3.087000e+09 3.505000e+09 3.072000e+09
Deferred Long Term Asset Charges 7.000000e+06 NaN NaN
Other Stockholder Equity -1.320000e+08 -1.000000e+08 -1.010000e+08
Property Plant Equipment 1.524300e+10 1.532200e+10 1.544100e+10
Total Current Assets 4.249000e+09 4.227000e+09 3.076000e+09
Long Term Investments 4.020000e+08 3.880000e+08 3.980000e+08
Net Tangible Assets 8.509000e+09 8.171000e+09 7.646000e+09
Net Receivables 1.626000e+09 1.597000e+09 1.225000e+09
Long Term Debt 6.482000e+09 6.492000e+09 6.502000e+09
Accounts Payable 5.000000e+08 5.370000e+08 4.870000e+08
Short Long Term Debt NaN NaN NaN
2021-03-31
Capital Surplus 8.172000e+09
Total Liab 1.197100e+10
Total Stockholder Equity 8.353000e+09
Minority Interest 1.330000e+08
Other Current Liab 2.124000e+09
Total Assets 2.045700e+10
Common Stock 6.700000e+07
Other Current Assets 5.290000e+08
Retained Earnings 2.180000e+08
Other Liab 1.724000e+09
Good Will 7.530000e+08
Treasury Stock -1.040000e+08
Other Assets 3.060000e+08
Cash 1.683000e+09
Total Current Liabilities 2.945000e+09
Deferred Long Term Asset Charges NaN
Other Stockholder Equity -1.040000e+08
Property Plant Equipment 1.552900e+10
Total Current Assets 3.467000e+09
Long Term Investments 4.020000e+08
Net Tangible Assets 7.600000e+09
Net Receivables 1.255000e+09
Long Term Debt 7.042000e+09
Accounts Payable 5.640000e+08
Short Long Term Debt 2.260000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -1.700000e+07 9.000000e+06
Change To Liabilities -1.800000e+07 4.690000e+08
Total Cashflows From Investing Activities -5.180000e+08 -4.740000e+08
Total Cash From Financing Activities -1.149000e+09 -3.370000e+08
Change To Operating Activities -2.200000e+07 -2.900000e+07
Net Income 1.506000e+09 8.380000e+08
Change In Cash -5.000000e+07 7.820000e+08
Repurchase Of Stock -5.890000e+08 -3.000000e+06
Effect Of Exchange Rate 1.000000e+06 -5.000000e+06
Total Cash From Operating Activities 1.616000e+09 1.598000e+09
Depreciation 5.850000e+08 5.790000e+08
Dividends Paid -7.300000e+07 -7.400000e+07
Change To Account Receivables -3.100000e+07 -3.320000e+08
Other Cashflows From Financing Activities -6.000000e+06 -5.000000e+06
Change To Netincome -4.010000e+08 1.130000e+08
Capital Expenditures -5.150000e+08 -4.840000e+08
Net Borrowings NaN NaN
2021-06-30 2021-03-31
Investments 8.000000e+06 10000000.0
Change To Liabilities 7.200000e+07 16000000.0
Total Cashflows From Investing Activities -4.520000e+08 -130000000.0
Total Cash From Financing Activities -9.820000e+08 -824000000.0
Change To Operating Activities -7.600000e+07 -95000000.0
Net Income 2.560000e+08 213000000.0
Change In Cash -3.390000e+08 -359000000.0
Repurchase Of Stock -9.000000e+06 -33000000.0
Effect Of Exchange Rate 2.000000e+06 3000000.0
Total Cash From Operating Activities 1.093000e+09 592000000.0
Depreciation 5.360000e+08 481000000.0
Dividends Paid -7.500000e+07 -128000000.0
Change To Account Receivables -1.000000e+08 -63000000.0
Other Cashflows From Financing Activities -2.000000e+06 -28000000.0
Change To Netincome 2.840000e+08 25000000.0
Capital Expenditures -5.090000e+08 -499000000.0
Net Borrowings -7.420000e+08 -560000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 2461000000 213000000
2Q2021 2977000000 256000000
3Q2021 3625000000 838000000
4Q2021 4054000000 1506000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1662000000.0 964000000.0
Minority Interest 137000000.0 137000000.0
Net Income 1506000000.0 838000000.0
Selling General Administrative 95000000.0 95000000.0
Gross Profit 2380000000.0 2088000000.0
Ebit 1727000000.0 1068000000.0
Operating Income 1727000000.0 1068000000.0
Other Operating Expenses -24000000.0 344000000.0
Interest Expense -92000000.0 -93000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 150000000.0 120000000.0
Total Revenue 4054000000.0 3625000000.0
Total Operating Expenses 2327000000.0 2557000000.0
Cost Of Revenue 1674000000.0 1537000000.0
Total Other Income Expense Net -65000000.0 -104000000.0
Discontinued Operations None None
Net Income From Continuing Ops 1512000000.0 844000000.0
Net Income Applicable To Common Shares 1487000000.0 832000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 304000000.0 -32000000.0
Minority Interest 136000000.0 133000000.0
Net Income 256000000.0 213000000.0
Selling General Administrative 94000000.0 107000000.0
Gross Profit 1655000000.0 1291000000.0
Ebit 320000000.0 202000000.0
Operating Income 320000000.0 202000000.0
Other Operating Expenses 702000000.0 512000000.0
Interest Expense -98000000.0 -105000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 43000000.0 -248000000.0
Total Revenue 2977000000.0 2461000000.0
Total Operating Expenses 2657000000.0 2259000000.0
Cost Of Revenue 1322000000.0 1170000000.0
Total Other Income Expense Net -16000000.0 -234000000.0
Discontinued Operations None None
Net Income From Continuing Ops 261000000.0 216000000.0
Net Income Applicable To Common Shares 253000000.0 211000000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 19232335 2021-12-30
1 Select Sector SPDR Fund-Energy Select 18515332 2022-01-30
2 Vanguard Mid-Cap Index Fund 15295295 2021-12-30
3 Vanguard 500 Index Fund 13333264 2021-12-30
4 Undiscovered Managers Behavioral Value Fund 7254904 2021-12-30
5 SPDR S&P 500 ETF Trust 6678214 2022-01-30
6 Fidelity 500 Index Fund 6447707 2022-02-27
7 iShares Core S&P 500 ETF 5236340 2022-01-30
8 Vanguard Index-Value Index Fund 5169015 2021-12-30
9 Victory Portfolios-Sycamore Established Value ... 5050000 2022-01-30
% Out Value
0 0.0291 847184356
1 0.0281 936320339
2 0.0232 673757744
3 0.0202 587330279
4 0.0110 319578521
5 0.0101 337717281
6 0.0098 383960951
7 0.0079 264801713
8 0.0078 227695110
9 0.0077 255378500 ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.78
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 7.86
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 34.39
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 76.03
peerGroup Oil & Gas Producers
smallArms False
environmentScore 17.75
governancePercentile 0
militaryContract False]
symbol: MRO
sector: Energy
Index: SP500
supply trend: 385905130.6354009
risk trend factor: 3.229066300641798
beta currentRatio debtToEquity dividendRate dividendYield \
MRO 2.766666 1.112 38.48 0.32 0.0119
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
MRO 3308999936 0.58921 15.454082 1785500032 0.77546
grossProfits heldPercentInstitutions industry marketCap \
MRO 4355000000 0.802 Oil & Gas E&P 23581886464
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
MRO 3239000064 0.20495 0.0769 0.59 2.213696
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MRO 4.199054 0.16845 1.052 0.04117
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MRO 0.08905 1.091 7.136 Energy 778537024
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
MRO 0.93 580000000 0.794 4112000000 5616000000
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 30.290001 | 25.156063 | 29.418428 | 33.680793 | 26.579703 | 2.65432 | 21.271064 | 31.888343 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MRO | 1.127529 | 30.290001 | 385905130.635401 | 0.900034 | 0.972772 | 0.54597 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [9.524310866993629, 9.524310869424811, 9.524310860932644, 9.524310868972792] inner cv sdevs: [10.281326148145714, 10.281326147844673, 10.28132614754317, 10.281326148199943] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 9.524310860932644 10.28132614754317 test cv mean error, stdev (10 folds): [10.389225942977006, 10.394583934168928] sell date: 2022-09-11 expected return: 0.28078658277509094 discounted return: 0.0026935603389821594 quarter return: 1.088666637943265
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 7.221000e+09 7.213000e+09 7.201000e+09
Total Liab 6.308000e+09 6.365000e+09 7.166000e+09
Total Stockholder Equity 1.068600e+10 1.079600e+10 1.063400e+10
Other Current Liab 3.680000e+08 4.960000e+08 5.020000e+08
Total Assets 1.699400e+10 1.716100e+10 1.780000e+10
Common Stock 9.370000e+08 9.370000e+08 9.370000e+08
Other Current Assets 2.200000e+07 2.500000e+07 1.900000e+07
Retained Earnings 7.271000e+09 6.669000e+09 6.524000e+09
Other Liab 6.440000e+08 6.420000e+08 6.650000e+08
Treasury Stock -4.743000e+09 -4.023000e+09 -4.028000e+09
Other Assets 1.100000e+08 1.040000e+08 9.300000e+07
Cash 5.800000e+08 4.850000e+08 9.700000e+08
Total Current Liabilities 1.637000e+09 1.676000e+09 1.575000e+09
Short Long Term Debt 3.900000e+07 3.900000e+07 3.500000e+07
Other Stockholder Equity 8.200000e+07 8.200000e+07 7.700000e+07
Property Plant Equipment 1.458600e+10 1.484300e+10 1.511100e+10
Total Current Assets 1.821000e+09 1.655000e+09 2.075000e+09
Long Term Investments 4.770000e+08 5.590000e+08 5.210000e+08
Net Tangible Assets 1.068600e+10 1.079600e+10 1.063400e+10
Net Receivables 1.142000e+09 1.068000e+09 1.008000e+09
Long Term Debt 3.980000e+09 3.983000e+09 4.882000e+09
Inventory 7.700000e+07 7.700000e+07 7.800000e+07
Accounts Payable 1.110000e+09 1.028000e+09 9.370000e+08
2021-03-31
Capital Surplus 7.195000e+09
Total Liab 7.562000e+09
Total Stockholder Equity 1.067100e+10
Other Current Liab 3.810000e+08
Total Assets 1.823300e+10
Common Stock 9.370000e+08
Other Current Assets 2.600000e+07
Retained Earnings 6.540000e+09
Other Liab 6.950000e+08
Treasury Stock -4.001000e+09
Other Assets 9.600000e+07
Cash 1.125000e+09
Total Current Liabilities 1.899000e+09
Short Long Term Debt 5.010000e+08
Other Stockholder Equity 1.120000e+08
Property Plant Equipment 1.542500e+10
Total Current Assets 2.150000e+09
Long Term Investments 5.620000e+08
Net Tangible Assets 1.067100e+10
Net Receivables 9.210000e+08
Long Term Debt 4.910000e+09
Inventory 7.800000e+07
Accounts Payable 9.180000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 4.600000e+07 9.000000e+06
Change To Liabilities 1.410000e+08 1.070000e+08
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08
Total Cash From Financing Activities -7.690000e+08 -1.036000e+09
Change To Operating Activities -2.000000e+07 -7.000000e+06
Net Income 6.490000e+08 1.840000e+08
Change In Cash 9.500000e+07 -4.850000e+08
Repurchase Of Stock -7.240000e+08 -1.000000e+06
Total Cash From Operating Activities 1.146000e+09 8.160000e+08
Depreciation 4.630000e+08 5.830000e+08
Dividends Paid -4.700000e+07 -3.900000e+07
Change To Account Receivables -7.600000e+07 -6.000000e+07
Other Cashflows From Financing Activities 2.000000e+06 -9.600000e+07
Change To Netincome -1.100000e+07 8.000000e+06
Capital Expenditures -2.740000e+08 -2.890000e+08
Net Borrowings NaN -9.000000e+08
Other Cashflows From Investing Activities NaN 1.000000e+06
Change To Inventory NaN 1.000000e+06
2021-06-30 2021-03-31
Investments 6000000.0 6000000.0
Change To Liabilities 20000000.0 101000000.0
Total Cashflows From Investing Activities -256000000.0 -207000000.0
Total Cash From Financing Activities -554000000.0 -32000000.0
Change To Operating Activities 12000000.0 61000000.0
Net Income 16000000.0 97000000.0
Change In Cash -155000000.0 383000000.0
Repurchase Of Stock -1000000.0 -9000000.0
Total Cash From Operating Activities 655000000.0 622000000.0
Depreciation 600000000.0 512000000.0
Dividends Paid -32000000.0 -23000000.0
Change To Account Receivables -78000000.0 -175000000.0
Other Cashflows From Financing Activities -22000000.0 -22000000.0
Change To Netincome 85000000.0 28000000.0
Capital Expenditures -274000000.0 -209000000.0
Net Borrowings -500000000.0 -500000000.0
Other Cashflows From Investing Activities 1000000.0 -1000000.0
Change To Inventory 1000000.0 -2000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 1180000000 97000000
2Q2021 1259000000 16000000
3Q2021 1439000000 184000000
4Q2021 1738000000 649000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 683000000.0 188000000.0
Minority Interest None None
Net Income 649000000.0 184000000.0
Selling General Administrative 61000000.0 70000000.0
Gross Profit 1393000000.0 1089000000.0
Ebit 755000000.0 254000000.0
Operating Income 755000000.0 254000000.0
Other Operating Expenses 94000000.0 167000000.0
Interest Expense -74000000.0 -57000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 34000000.0 4000000.0
Total Revenue 1738000000.0 1439000000.0
Total Operating Expenses 983000000.0 1185000000.0
Cost Of Revenue 345000000.0 350000000.0
Total Other Income Expense Net -72000000.0 -66000000.0
Discontinued Operations None None
Net Income From Continuing Ops 649000000.0 184000000.0
Net Income Applicable To Common Shares 649000000.0 184000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 26000000.0 107000000.0
Minority Interest None None
Net Income 16000000.0 97000000.0
Selling General Administrative 69000000.0 75000000.0
Gross Profit 966000000.0 907000000.0
Ebit 54000000.0 87000000.0
Operating Income 54000000.0 87000000.0
Other Operating Expenses 240000000.0 227000000.0
Interest Expense -59000000.0 -13000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 10000000.0 10000000.0
Total Revenue 1259000000.0 1180000000.0
Total Operating Expenses 1205000000.0 1093000000.0
Cost Of Revenue 293000000.0 273000000.0
Total Other Income Expense Net -28000000.0 20000000.0
Discontinued Operations None None
Net Income From Continuing Ops 16000000.0 97000000.0
Net Income Applicable To Common Shares 16000000.0 97000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard/Windsor II 26018487 2022-01-30 0.0368
1 Select Sector SPDR Fund-Energy Select 22895120 2022-01-30 0.0324
2 Vanguard Total Stock Market Index Fund 22131478 2021-12-30 0.0313
3 Vanguard Small-Cap Index Fund 19611815 2021-12-30 0.0277
4 Vanguard 500 Index Fund 16486851 2021-12-30 0.0233
5 Vanguard Small Cap Value Index Fund 12430773 2021-12-30 0.0176
6 Fidelity Low-Priced Stock Fund 12282677 2022-02-27 0.0174
7 SPDR S&P 500 ETF Trust 8364080 2022-01-30 0.0118
8 Fidelity 500 Index Fund 7972838 2022-02-27 0.0113
9 Invesco Comstock Fd 7808667 2022-01-30 0.0110
Value
0 506579941
1 445767986
2 363398868
3 322026002
4 270714093
5 204113292
6 277097193
7 162848637
8 179867225
9 152034746 ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 8.13
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 42.05
highestControversy 2
esgPerformance None
coal False
pesticides False
adult False
percentile 90.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 23.91
governancePercentile 0
militaryContract False]
symbol: PBF
sector: Energy
Index: SP600
supply trend: 65359710.136157334
risk trend factor: 3.225693266030666
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
PBF 2.259981 1.254 197.914 690400000 0.02194 14.665455
freeCashflow grossMargins grossProfits heldPercentInstitutions \
PBF 284750016 0.0362 671100000 0.80126
industry marketCap operatingCashflow \
PBF Oil & Gas Refining & Marketing 4872993280 803299968
operatingMargins payoutRatio pegRatio priceToBook \
PBF 0.0135 0 -0.19 2.545604
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PBF 0.154844 0.00798 0.629 0.02192
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PBF 0.14223 0.856 261.505 Energy 120828000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
PBF 2.81 1434599936 11.873 4999499776 31470299136
trailingPE
PBF 19.549202
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 40.330002 | 24.95881 | 34.143016 | 43.327222 | 28.732698 | 5.47571 | 17.781279 | 39.684118 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PBF | 1.018074 | 40.330002 | 65359710.136157 | 0.905392 | 0.730477 | 0.555776 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [32.70602953933655, 32.70602958490308, 32.7060295008448, 32.705380612451705] inner cv sdevs: [32.67837665026393, 32.678376628284234, 32.67837668275404, 32.67772468813271] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 32.705380612451705 32.67772468813271 test cv mean error, stdev (10 folds): [30.815202112198314, 33.69475352512771] sell date: 2022-07-24 expected return: 0.20057266407733418 discounted return: 0.004260180576730832 quarter return: 1.088666637943265
['options', ('2022-06-17', '2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: APA
sector: Energy
Index: SP500
supply trend: 154170566.9440242
risk trend factor: 3.199620940107091
beta currentRatio debtToEquity dividendRate dividendYield \
APA 4.125226 1.227 704.108 0.5 0.0098
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
APA 4.324 4982000128 0.56569 5.04757 2424875008
grossMargins grossProfits heldPercentInstitutions industry \
APA 0.67015 5080000000 0.87511 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
APA 16509104128 3716000000 0.40218 0.0339 0.19
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
APA 1.874543 0.28023 0.882 0.17293
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
APA 4.69732 0.405 24.063 Energy 338232000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
APA 1 234000000 0.692 5999000064 8807000064
trailingPE
APA 7.255835
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 48.810001 | 37.987556 | 45.39127 | 52.794983 | 42.493492 | 3.486022 | 35.521448 | 49.465537 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| APA | 1.279846 | 48.810001 | 154170566.944024 | 0.929438 | 0.443494 | 0.44772 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [36.24094190145664, 36.240941884880264, 36.2409419129411, 36.240941898340296] inner cv sdevs: [40.42524144105027, 40.42524139028915, 40.42524140677962, 40.425241442458436] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 36.240941884880264 40.42524139028915 test cv mean error, stdev (10 folds): [39.20777824418202, 41.240718514148064] sell date: 2022-07-03 expected return: 0.14034030332150196 discounted return: 0.005987249151534257 quarter return: 1.088666637943265
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability', Value
2021-3
palmOil False
controversialWeapons False
gambling False
socialScore 8.88
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 71
governanceScore 7.96
environmentPercentile None
animalTesting False
tobacco False
totalEsg 38.81
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 82.83
peerGroup Oil & Gas Producers
smallArms False
environmentScore 21.98
governancePercentile None
militaryContract False]
symbol: CTRA
sector: Energy
Index: SP500
supply trend: 150668871.709531
risk trend factor: 3.1929469250530653
beta currentRatio debtToEquity dividendRate dividendYield \
CTRA -0.189215 1.751 29.377 0.6 0.0201
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
CTRA 2.487 2364999936 0.64441 9.610645 1148249984
grossMargins grossProfits heldPercentInstitutions industry \
CTRA 0.77684 2851000000 0.94558 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
CTRA 27913861120 1667000064 0.45559 0.182 0.09
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
CTRA 5.895189 7.605957 0.31553 1.699
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
CTRA 0.08557 0.16538 4.191 7.296 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
CTRA 813577984 3.2 1036000000 1.273 3463000064
totalRevenue trailingPE
CTRA 3670000128 39.032993
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 34.310001 | 28.660914 | 33.218095 | 37.775277 | 29.828254 | 3.373921 | 23.080412 | 36.576096 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CTRA | 1.337181 | 34.310001 | 150668871.709531 | 0.899416 | 0.507048 | 0.467954 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [7.479921688280138, 7.479921704765565, 7.47992119024586, 7.479921353966082] inner cv sdevs: [6.651463712525543, 6.6514636407351775, 6.65146259578288, 6.651462809786559] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 7.47992119024586 6.65146259578288 test cv mean error, stdev (10 folds): [8.109753793724039, 6.656017935333023] sell date: 2022-07-03 expected return: 0.04762897523501855 discounted return: 0.002117215048102139 quarter return: 1.088666637943265
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 1.091100e+10 1.823373e+09 1.815770e+09
Total Liab 8.112000e+09 2.404585e+09 2.310672e+09
Total Stockholder Equity 1.173800e+10 2.326112e+09 2.299895e+09
Deferred Long Term Liab 5.000000e+06 5.329000e+06 5.844000e+06
Other Current Liab 1.880000e+08 2.128940e+08 7.719900e+07
Total Assets 1.990000e+10 4.730697e+09 4.610567e+09
Common Stock 8.900000e+07 4.786200e+07 4.786200e+07
Other Current Assets 2.400000e+07 1.323500e+07 1.540000e+07
Retained Earnings 2.563000e+09 2.276071e+09 2.257320e+09
Other Liab 3.512000e+09 9.650310e+08 9.577370e+08
Treasury Stock -1.825000e+09 -1.821194e+09 -1.821057e+09
Other Assets 7.200000e+07 3.109900e+07 3.170800e+07
Cash 1.036000e+09 7.627000e+07 1.581470e+08
Total Current Liabilities 1.220000e+09 4.660100e+08 3.786840e+08
Other Stockholder Equity 1.000000e+06 2.007000e+06 2.144000e+06
Property Plant Equipment 1.769200e+10 4.256875e+09 4.182793e+09
Total Current Assets 2.136000e+09 4.427230e+08 3.960660e+08
Net Tangible Assets 1.173800e+10 2.326112e+09 2.299895e+09
Net Receivables 1.037000e+09 3.404370e+08 2.051240e+08
Long Term Debt 3.125000e+09 9.465090e+08 9.463160e+08
Inventory 3.900000e+07 1.278100e+07 1.739500e+07
Accounts Payable 7.470000e+08 2.271920e+08 1.662560e+08
Short Long Term Debt NaN NaN 1.000000e+08
2021-03-31
Capital Surplus 1.808232e+09
Total Liab 2.244882e+09
Total Stockholder Equity 2.305970e+09
Deferred Long Term Liab 6.360000e+06
Other Current Liab 1.989500e+07
Total Assets 4.550852e+09
Common Stock 4.783800e+07
Other Current Assets 2.198400e+07
Retained Earnings 2.270819e+09
Other Liab 9.549700e+08
Treasury Stock -1.820919e+09
Other Assets 3.078400e+07
Cash 1.736590e+08
Total Current Liabilities 3.150920e+08
Other Stockholder Equity 2.282000e+06
Property Plant Equipment 4.108153e+09
Total Current Assets 4.119150e+08
Net Tangible Assets 2.305970e+09
Net Receivables 2.004020e+08
Long Term Debt 9.461230e+08
Inventory 1.587000e+07
Accounts Payable 1.691010e+08
Short Long Term Debt 1.000000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities -17390000.0 76262000.0
Total Cashflows From Investing Activities 771721000.0 -183894000.0
Net Borrowings -2000000.0 -100000000.0
Total Cash From Financing Activities -764618000.0 -143963000.0
Change To Operating Activities 17176000.0 -9218000.0
Net Income 938468000.0 62714000.0
Change In Cash 959440000.0 -82663000.0
Repurchase Of Stock -108431000.0 -108431000.0
Total Cash From Operating Activities 952337000.0 245194000.0
Depreciation 410014000.0 97289000.0
Dividends Paid -652187000.0 -43963000.0
Change To Inventory 2511000.0 4614000.0
Change To Account Receivables -159015000.0 -102009000.0
Other Cashflows From Financing Activities -2000000.0 -2000000.0
Change To Netincome -320852000.0 148138000.0
Capital Expenditures -268960000.0 -184101000.0
2021-06-30 2021-03-31
Change To Liabilities -15297000.0 3425000.0
Total Cashflows From Investing Activities -151302000.0 -123525000.0
Net Borrowings -100000000.0 -88000000.0
Total Cash From Financing Activities -43963000.0 -133456000.0
Change To Operating Activities 4956000.0 -13914000.0
Net Income 30464000.0 126354000.0
Change In Cash -16323000.0 33546000.0
Repurchase Of Stock -108431000.0 -5569000.0
Total Cash From Operating Activities 178942000.0 290527000.0
Depreciation 91549000.0 94148000.0
Dividends Paid -43963000.0 -39887000.0
Change To Inventory -1525000.0 -600000.0
Change To Account Receivables 15143000.0 16881000.0
Other Cashflows From Financing Activities -2000000.0 -2000000.0
Change To Netincome 92703000.0 40011000.0
Capital Expenditures -151322000.0 -123617000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 472918000 126354000
2Q2021 411788000 30464000
3Q2021 641678000 62714000
4Q2021 2143616000 938468000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1214465000.0 83216000.0
Minority Interest None None
Net Income 938468000.0 62714000.0
Selling General Administrative 95410000.0 24998000.0
Gross Profit 1797984000.0 471530000.0
Ebit 1298389000.0 135756000.0
Operating Income 1298389000.0 135756000.0
Other Operating Expenses -14836000.0 209489000.0
Interest Expense -24488000.0 -12577000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 275997000.0 20502000.0
Total Revenue 2143616000.0 641678000.0
Total Operating Expenses 845227000.0 505922000.0
Cost Of Revenue 345632000.0 170148000.0
Total Other Income Expense Net -83924000.0 -52540000.0
Discontinued Operations None None
Net Income From Continuing Ops 938468000.0 62714000.0
Net Income Applicable To Common Shares 935468000.0 62714000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 41304000.0 163015000.0
Minority Interest None None
Net Income 30464000.0 126354000.0
Selling General Administrative 16837000.0 26755000.0
Gross Profit 262146000.0 319340000.0
Ebit 60088000.0 177767000.0
Operating Income 60088000.0 177767000.0
Other Operating Expenses 91304000.0 18043000.0
Interest Expense -12558000.0 -12377000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 10840000.0 36661000.0
Total Revenue 411788000.0 472918000.0
Total Operating Expenses 351700000.0 295151000.0
Cost Of Revenue 149642000.0 153578000.0
Total Other Income Expense Net -18784000.0 -14752000.0
Discontinued Operations None None
Net Income From Continuing Ops 30464000.0 126354000.0
Net Income Applicable To Common Shares 30464000.0 126354000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Select Sector SPDR Fund-Energy Select 23925372 2022-01-30
1 Vanguard Total Stock Market Index Fund 23123140 2021-12-30
2 Vanguard Small-Cap Index Fund 20493160 2021-12-30
3 Vanguard 500 Index Fund 17229139 2021-12-30
4 Washington Mutual Investors Fund 16985001 2022-01-30
5 Vanguard Fenway Funds-Equity Income Fund 16267453 2021-12-30
6 Income Fund of America Inc 13333912 2022-01-30
7 Vanguard Small-Cap Growth Index Fund 12758989 2021-12-30
8 Victory Portfolios-Sycamore Established Value ... 12049383 2022-01-30
9 Fundamental Investors Inc 11357657 2021-12-30
% Out Value
0 0.0297 523965646
1 0.0287 439339660
2 0.0254 389370040
3 0.0214 327353641
4 0.0211 371971521
5 0.0202 309081607
6 0.0165 292012672
7 0.0158 242420791
8 0.0150 263881487
9 0.0141 215795483 ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 14.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 9.28
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 46.68
highestControversy 2
esgPerformance None
coal False
pesticides False
adult False
percentile 95.93
peerGroup Oil & Gas Producers
smallArms False
environmentScore 23.39
governancePercentile 0
militaryContract False]
symbol: COP
sector: Energy
Index: SP500
supply trend: 164910706.505295
risk trend factor: 3.1812515705509306
beta currentRatio debtToEquity dividendRate dividendYield \
COP 1.350272 1.513 38.088 1.92 0.0156
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
COP 4.853 25497999360 0.46444 10.605744 10752749568
grossMargins grossProfits heldPercentInstitutions industry \
COP 0.52295 22936000000 0.8134 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
COP 157619814400 19983998976 0.33401 0.2348 0.56
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
COP 3.20246 2.871035 0.23417 1.287
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
COP 0.1295 0.27835 0.828 41.447 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
COP 1293449984 1.83 7144000000 5.523 18745999360
totalRevenue trailingPE
COP 54899998720 12.631906
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 116.830002 | 98.434997 | 111.473651 | 124.512305 | 103.658731 | 7.46267 | 88.73339 | 118.584071 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| COP | 0.946298 | 116.830002 | 164910706.505295 | 0.924909 | 0.992942 | 0.491541 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [81.22696571851799, 81.2269657608658, 81.22696584471532, 81.22696564176003] inner cv sdevs: [78.60997014055918, 78.60997010056245, 78.60997015758267, 78.60996989669474] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 81.22696564176003 78.60996989669474 test cv mean error, stdev (10 folds): [87.22711649628413, 80.00912599077246] sell date: 2022-09-11 expected return: 0.07744871945648961 discounted return: 0.0008111543482332007 quarter return: 1.088666637943265
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 9.71
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 7.68
environmentPercentile None
animalTesting False
tobacco False
totalEsg 34.92
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 77.49
peerGroup Oil & Gas Producers
smallArms False
environmentScore 17.53
governancePercentile None
militaryContract False]
symbol: VLO
sector: Energy
Index: SP500
supply trend: 84050366.56580938
risk trend factor: 3.1558878750034074
beta currentRatio debtToEquity dividendRate dividendYield \
VLO 1.762704 1.178 64.483 3.92 0.027
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
VLO 6672999936 0.05306 12.882617 4647625216 0.05998
grossProfits heldPercentInstitutions industry \
VLO 5487000000 0.80461 Oil & Gas Refining & Marketing
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
VLO 58671964160 6498999808 0.0341 0.6312 0.42
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
VLO 3.117438 0.466521 0.02019 0.7
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
VLO 0.04701 0.14702 0.886 308.815 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
VLO 408096000 1.87 2638000128 6.464 13160999936
totalRevenue trailingPE
VLO 125765001216 23.143915
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 140.509995 | 116.071949 | 130.762381 | 145.452813 | 113.398095 | 16.061488 | 81.27512 | 145.521071 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VLO | 1.213534 | 140.509995 | 84050366.565809 | 0.943432 | 0.970961 | 0.536721 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [252.05479246948747, 252.054792410294, 252.05477029820176, 252.05477033017885] inner cv sdevs: [349.14546330920876, 349.1454632354095, 349.14547198326835, 349.1454718462291] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 252.05477029820176 349.14547198326835 test cv mean error, stdev (10 folds): [260.8718313703039, 365.01735312323507] sell date: 2022-08-28 expected return: 0.06984341191640467 discounted return: 0.0008659169174762837 quarter return: 1.088666637943265
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.23
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 39
governanceScore 4.98
environmentPercentile None
animalTesting False
tobacco False
totalEsg 30.94
highestControversy 3
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 65.34
peerGroup Refiners & Pipelines
smallArms False
environmentScore 18.74
governancePercentile None
militaryContract False]
symbol: EOG
sector: Energy
Index: SP500
supply trend: 86714140.16641453
risk trend factor: 3.0132617966707937
beta currentRatio debtToEquity dividendRate dividendYield \
EOG 1.778921 2.124 26.632 3 0.0241
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
EOG 4.838 10099000320 0.51064 14.574899 4534499840
grossMargins grossProfits heldPercentInstitutions industry \
EOG 0.65905 13034000000 0.90667 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
EOG 84252958720 8791000064 0.30935 0.265 0.77
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
EOG 3.870343 4.260148 0.23583 1.866
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
EOG 0.10329 0.21957 1.047 34.04 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
EOG 585089984 2.09 5208999936 8.898 5906999808
totalRevenue trailingPE
EOG 19776999424 27.761713
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 144.0 | 116.478407 | 133.361588 | 150.24477 | 124.478413 | 8.803147 | 106.872118 | 142.084708 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| EOG | 0.92473 | 144.0 | 86714140.166415 | 0.96583 | 0.922673 | 0.487021 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [200.12341732314133, 200.1234170364253, 200.12341657163233, 200.12341740717213] inner cv sdevs: [155.55792723518454, 155.55792574175433, 155.5579259537085, 155.55792712805984] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 200.12341657163233 155.5579259537085 test cv mean error, stdev (10 folds): [219.44641779843852, 150.0364393409733] sell date: 2022-09-11 expected return: 0.11931406139724092 discounted return: 0.0012259253166082562 quarter return: 1.088666637943265
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 6.087000e+09 6.058000e+09 6.017000e+09
Total Liab 1.605600e+10 1.540700e+10 1.600400e+10
Total Stockholder Equity 2.218000e+10 2.176500e+10 2.088100e+10
Other Current Liab 1.523000e+09 1.224000e+09 1.698000e+09
Total Assets 3.823600e+10 3.717200e+10 3.688500e+10
Common Stock 2.060000e+08 2.060000e+08 2.060000e+08
Other Current Assets 4.560000e+08 3.810000e+08 5.130000e+08
Retained Earnings 1.591900e+10 1.554200e+10 1.468900e+10
Other Liab 6.384000e+09 6.844000e+09 6.916000e+09
Treasury Stock -3.200000e+07 -4.100000e+07 -3.100000e+07
Other Assets 4.830000e+08 1.278000e+09 1.291000e+09
Cash 5.209000e+09 4.293000e+09 3.880000e+09
Total Current Liabilities 4.042000e+09 3.484000e+09 4.002000e+09
Deferred Long Term Asset Charges 1.100000e+07 1.400000e+07 3.000000e+06
Other Stockholder Equity -1.200000e+07 -1.300000e+07 -1.500000e+07
Property Plant Equipment 2.916900e+10 2.854500e+10 2.865900e+10
Total Current Assets 8.584000e+09 7.349000e+09 6.935000e+09
Net Tangible Assets 2.218000e+10 2.176500e+10 2.088100e+10
Net Receivables 2.335000e+09 2.154000e+09 2.026000e+09
Long Term Debt 4.859000e+09 5.079000e+09 5.086000e+09
Inventory 5.840000e+08 5.210000e+08 5.160000e+08
Accounts Payable 2.242000e+09 1.972000e+09 2.012000e+09
Short Long Term Debt NaN 3.800000e+07 3.900000e+07
2021-03-31
Capital Surplus 5.979000e+09
Total Liab 1.540900e+10
Total Stockholder Equity 2.076200e+10
Other Current Liab 1.059000e+09
Total Assets 3.617100e+10
Common Stock 2.060000e+08
Other Current Assets 4.130000e+08
Retained Earnings 1.460600e+10
Other Liab 7.003000e+09
Treasury Stock -2.900000e+07
Other Assets 1.314000e+09
Cash 3.388000e+09
Total Current Liabilities 3.312000e+09
Deferred Long Term Asset Charges 4.000000e+06
Other Stockholder Equity -1.400000e+07
Property Plant Equipment 2.866600e+10
Total Current Assets 6.191000e+09
Net Tangible Assets 2.076200e+10
Net Receivables 1.828000e+09
Long Term Debt 5.094000e+09
Inventory 5.620000e+08
Accounts Payable 1.945000e+09
Short Long Term Debt 3.900000e+07 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 3.410000e+08 -6.800000e+07
Total Cashflows From Investing Activities -8.370000e+08 -9.330000e+08
Net Borrowings -1.000000e+07 -9.000000e+06
Total Cash From Financing Activities -1.414000e+09 -8.500000e+08
Change To Operating Activities 2.000000e+07 -4.800000e+07
Issuance Of Stock 1.000000e+07 1.000000e+07
Net Income 1.985000e+09 1.095000e+09
Change In Cash 9.160000e+08 4.130000e+08
Repurchase Of Stock -8.000000e+06 -2.100000e+07
Effect Of Exchange Rate 1.000000e+06 1.000000e+06
Total Cash From Operating Activities 3.166000e+09 2.196000e+09
Depreciation 1.072000e+09 1.009000e+09
Other Cashflows From Investing Activities 1.000000e+08 -4.500000e+07
Dividends Paid -2.241732e+08 -2.488268e+08
Change To Inventory -1.080000e+08 -6.000000e+06
Change To Account Receivables -1.820000e+08 -1.450000e+08
Change To Netincome 1.200000e+07 1.530000e+08
Capital Expenditures -1.014000e+09 -8.960000e+08
2021-06-30 2021-03-31
Change To Liabilities 1.100000e+07 1.720000e+08
Total Cashflows From Investing Activities -8.280000e+08 -8.210000e+08
Net Borrowings -9.000000e+06 -7.590000e+08
Total Cash From Financing Activities -2.410000e+08 -9.880000e+08
Change To Operating Activities -1.410000e+08 -2.830000e+08
Issuance Of Stock 9.000000e+06 9.000000e+06
Net Income 9.070000e+08 6.770000e+08
Change In Cash 4.920000e+08 5.900000e+07
Repurchase Of Stock -2.000000e+06 -1.000000e+07
Effect Of Exchange Rate 2.000000e+06 -2.000000e+06
Total Cash From Operating Activities 1.559000e+09 1.870000e+09
Depreciation 9.570000e+08 9.430000e+08
Other Cashflows From Investing Activities 5.400000e+07 9.100000e+07
Dividends Paid -2.390000e+08 -2.190000e+08
Change To Inventory 3.700000e+07 6.400000e+07
Change To Account Receivables -1.860000e+08 -3.080000e+08
Change To Netincome 1.370000e+08 3.620000e+08
Capital Expenditures -1.023000e+09 -9.170000e+08 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 4067000000 677000000
2Q2021 4515000000 907000000
3Q2021 5258000000 1095000000
4Q2021 5937000000 1985000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 2499000000.0 1429000000.0
Minority Interest None None
Net Income 1985000000.0 1095000000.0
Selling General Administrative 139000000.0 142000000.0
Gross Profit 4064000000.0 3440000000.0
Ebit 2588000000.0 1470000000.0
Operating Income 2588000000.0 1470000000.0
Other Operating Expenses 180000000.0 771000000.0
Interest Expense -38000000.0 -48000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 514000000.0 334000000.0
Total Revenue 5937000000.0 5258000000.0
Total Operating Expenses 3349000000.0 3788000000.0
Cost Of Revenue 1873000000.0 1818000000.0
Total Other Income Expense Net -89000000.0 -41000000.0
Discontinued Operations None None
Net Income From Continuing Ops 1985000000.0 1095000000.0
Net Income Applicable To Common Shares 1985000000.0 1095000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1124000000.0 881000000.0
Minority Interest None None
Net Income 907000000.0 677000000.0
Selling General Administrative 120000000.0 110000000.0
Gross Profit 2912000000.0 2618000000.0
Ebit 1121000000.0 939000000.0
Operating Income 1121000000.0 939000000.0
Other Operating Expenses 666000000.0 582000000.0
Interest Expense -45000000.0 -47000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 217000000.0 204000000.0
Total Revenue 4515000000.0 4067000000.0
Total Operating Expenses 3394000000.0 3128000000.0
Cost Of Revenue 1603000000.0 1449000000.0
Total Other Income Expense Net 3000000.0 -58000000.0
Discontinued Operations None None
Net Income From Continuing Ops 907000000.0 677000000.0
Net Income Applicable To Common Shares 907000000.0 677000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Total Stock Market Index Fund 16628038 2021-12-30 0.0284
1 Select Sector SPDR Fund-Energy Select 15554415 2022-01-30 0.0266
2 Vanguard 500 Index Fund 12390700 2021-12-30 0.0212
3 Growth Fund Of America Inc 11079049 2022-02-27 0.0189
4 Washington Mutual Investors Fund 10123086 2022-01-30 0.0173
5 American Mutual Fund Inc 9597595 2022-01-30 0.0164
6 Investment Company Of America 8922398 2021-12-30 0.0152
7 JP Morgan Equity Income Fund 7968006 2021-12-30 0.0136
8 Capital World Growth and Income Fund 6235135 2022-02-27 0.0106
9 SPDR S&P 500 ETF Trust 6192774 2022-01-30 0.0106
Value
0 1477068615
1 1734006184
2 1100665881
3 1273204311
4 1128521627
5 1069939890
6 792576614
7 707797972
8 716541714
9 690370445 ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.13
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 7.73
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 36.25
highestControversy 1
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 81.37
peerGroup Oil & Gas Producers
smallArms False
environmentScore 20.39
governancePercentile 0
militaryContract False]
symbol: WRB
sector: Financial Services
Index: SP500
supply trend: 23023001.531770047
risk trend factor: 2.9081260434938816
beta debtToEquity dividendRate dividendYield earningsGrowth \
WRB 0.788235 52.129 0.35 0.0051 1.585
ebitda ebitdaMargins forwardPE grossMargins grossProfits \
WRB 1976933504 0.19355 13.101728 0.44661 4029355000
heldPercentInstitutions industry marketCap \
WRB 0.69304 Insurance—Property & Casualty 12057446400
operatingMargins payoutRatio pegRatio priceToBook \
WRB 0.18096 0.07 1.83 1.813544
priceToSalesTrailing12Months profitMargins revenueGrowth revenuePerShare \
WRB 1.180482 0.13546 0.352 36.85
sector sharesOutstanding shortRatio totalCash \
WRB Financial Services 176640000 1.06 2748449024
totalCashPerShare totalDebt totalRevenue trailingPE
WRB 10.364 3475796992 10214005760 12.265948
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 68.260002 | 65.61324 | 69.11873 | 72.624221 | 67.673228 | 2.145514 | 63.382199 | 71.964256 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| WRB | 1.310112 | 68.260002 | 23023001.53177 | 0.886168 | 0.965152 | 0.455795 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [19.531713762277544, 19.531713760773275, 19.531713762256103, 19.53171376190301] inner cv sdevs: [17.14821836147235, 17.148218362600876, 17.1482183655582, 17.148218365612703] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 19.531713760773275 17.148218362600876 test cv mean error, stdev (10 folds): [20.439063919493833, 17.731649807526473] sell date: 2022-08-07 expected return: 0.0692655736181108 discounted return: 0.0011756384693204502 quarter return: 1.088666637943265
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Total Stockholder Equity 6.653011e+09 6.653011e+09 6.648441e+09
Net Tangible Assets 6.398359e+09 6.398359e+09 6.478789e+09
Intangible Assets NaN 7.611450e+08 6.626360e+08
Capital Surplus NaN 1.016372e+09 1.018300e+09
Total Liab NaN 2.541868e+10 2.488058e+10
Minority Interest NaN 1.471900e+07 1.527000e+07
Other Current Liab NaN 4.923033e+09 4.770052e+09
Total Assets NaN 3.208641e+10 3.154429e+10
Common Stock NaN 7.053500e+07 7.053500e+07
Other Current Assets NaN 3.045964e+09 2.919056e+09
Retained Earnings NaN 9.015135e+09 8.920334e+09
Other Liab NaN 1.113986e+09 1.159717e+09
Good Will NaN 1.696520e+08 1.696520e+08
Treasury Stock NaN -3.449031e+09 -3.360728e+09
Other Assets NaN 2.521156e+09 2.500260e+09
Cash NaN 1.568843e+09 2.069029e+09
Total Current Liabilities NaN 2.130029e+10 2.026349e+10
Deferred Long Term Asset Charges NaN 5.742500e+07 NaN
Short Long Term Debt NaN 4.264260e+08 5.000000e+06
Other Stockholder Equity NaN -2.819550e+08 -1.908620e+08
Property Plant Equipment NaN 5.920630e+08 5.906700e+08
Total Current Assets NaN 9.017870e+09 9.328265e+09
Long Term Investments NaN 1.902453e+10 1.829280e+10
Net Receivables NaN 2.546542e+09 2.808928e+09
Long Term Debt NaN 2.840642e+09 3.261118e+09
Accounts Payable NaN 1.590587e+10 1.547705e+10
2021-06-30
Total Stockholder Equity 6.578276e+09
Net Tangible Assets 6.408624e+09
Intangible Assets 6.276470e+08
Capital Surplus 1.035166e+09
Total Liab 2.370996e+10
Minority Interest 9.678000e+06
Other Current Liab 4.544714e+09
Total Assets 3.029792e+10
Common Stock 7.053500e+07
Other Current Assets 2.803790e+09
Retained Earnings 8.682088e+09
Other Liab 1.044232e+09
Good Will 1.696520e+08
Treasury Stock -3.209513e+09
Other Assets 2.454554e+09
Cash 1.790199e+09
Total Current Liabilities 1.958691e+10
Deferred Long Term Asset Charges NaN
Short Long Term Debt 3.000000e+06
Other Stockholder Equity -1.224440e+08
Property Plant Equipment 5.771780e+08
Total Current Assets 8.802932e+09
Long Term Investments 1.766595e+10
Net Receivables 2.893894e+09
Long Term Debt 2.916046e+09
Accounts Payable 1.501623e+10 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Net Income 590638000.0 294430000.0
Change To Liabilities 0.0 86599000.0
Investments NaN -666087000.0
Total Cashflows From Investing Activities NaN -948573000.0
Net Borrowings NaN 665000.0
Total Cash From Financing Activities NaN -216185000.0
Change To Operating Activities NaN 308505000.0
Change In Cash NaN -500186000.0
Effect Of Exchange Rate NaN 4979000.0
Total Cash From Operating Activities NaN 659593000.0
Depreciation NaN 28352000.0
Other Cashflows From Investing Activities NaN -253641000.0
Dividends Paid NaN -22851532.0
Change To Account Receivables NaN 697000.0
Other Cashflows From Financing Activities NaN -17221000.0
Change To Netincome NaN -52638000.0
Capital Expenditures NaN -13076000.0
Repurchase Of Stock NaN NaN
2021-09-30 2021-06-30
Net Income 261297000.0 237238000.0
Change To Liabilities 234263000.0 253475000.0
Investments -696817000.0 -289676000.0
Total Cashflows From Investing Activities -638931000.0 -206411000.0
Net Borrowings 346827000.0 -399550000.0
Total Cash From Financing Activities 98046000.0 -404247000.0
Change To Operating Activities 510536000.0 398099000.0
Change In Cash 278830000.0 -224712000.0
Effect Of Exchange Rate -8870000.0 1127000.0
Total Cash From Operating Activities 828585000.0 384819000.0
Depreciation 30733000.0 37054000.0
Other Cashflows From Investing Activities 81542000.0 -33896000.0
Dividends Paid -46124841.0 -46124841.0
Change To Account Receivables -43374000.0 -225428000.0
Other Cashflows From Financing Activities -21216000.0 -4697000.0
Change To Netincome -69408000.0 -73630000.0
Capital Expenditures -5285000.0 -37401000.0
Repurchase Of Stock -92743000.0 -92743000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 2296086000 237238000
3Q2021 2424283000 261297000
4Q2021 2578228000 294430000
1Q2022 2915409000 590638000]
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 732433000.0 354616000.0
Minority Interest NaN 14719000.0
Net Income 590638000.0 294430000.0
Selling General Administrative NaN 9617000.0
Gross Profit 1481302000.0 1084200000.0
Ebit 763235000.0 385441000.0
Operating Income 763235000.0 385441000.0
Other Operating Expenses 718067000.0 689142000.0
Interest Expense -34970000.0 -37334000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 139403000.0 60313000.0
Total Revenue 2915409000.0 2578228000.0
Total Operating Expenses 2152174000.0 2192787000.0
Cost Of Revenue 1434107000.0 1494028000.0
Total Other Income Expense Net -30802000.0 -30825000.0
Discontinued Operations None None
Net Income From Continuing Ops 593030000.0 294303000.0
Net Income Applicable To Common Shares 590638000.0 294430000.0
2021-09-30 2021-06-30
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 332281000.0 299940000.0
Minority Interest 15270000.0 9678000.0
Net Income 261297000.0 237238000.0
Selling General Administrative 11741000.0 11429000.0
Gross Profit 1010426000.0 985741000.0
Ebit 354884000.0 344814000.0
Operating Income 354884000.0 344814000.0
Other Operating Expenses 643801000.0 629498000.0
Interest Expense -35100000.0 -38096000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 64963000.0 62262000.0
Total Revenue 2424283000.0 2296086000.0
Total Operating Expenses 2069399000.0 1951272000.0
Cost Of Revenue 1413857000.0 1310345000.0
Total Other Income Expense Net -22603000.0 -44874000.0
Discontinued Operations None None
Net Income From Continuing Ops 267318000.0 237678000.0
Net Income Applicable To Common Shares 261297000.0 237238000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Eaton Vance Atlanta Capital SMID-Cap Fd 6914517 2021-12-30
1 Janus Henderson Enterprise Fund 5220135 2021-12-30
2 Vanguard Total Stock Market Index Fund 3764733 2021-12-30
3 Victory Portfolios-Sycamore Established Value ... 3670000 2022-01-30
4 First Eagle Global Fund 3504173 2022-01-30
5 Vanguard Mid-Cap Index Fund 2995637 2021-12-30
6 Vanguard 500 Index Fund 2955527 2021-12-30
7 JP Morgan Mid Cap Value Fund 1596210 2021-12-30
8 Select Sector SPDR Fund-Financial 1547113 2022-01-30
9 SPDR S&P 500 ETF Trust 1487247 2022-01-30
% Out Value
0 0.0261 379791365
1 0.0197 286724611
2 0.0142 206784232
3 0.0138 206743332
4 0.0132 197401744
5 0.0113 164540352
6 0.0111 162337244
7 0.0060 87674493
8 0.0058 87154031
9 0.0056 83781580 ]
['options', ('2022-07-15',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.83
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 96
governanceScore 12.16
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 21.95
highestControversy 1
esgPerformance None
coal False
pesticides False
adult False
percentile 31.22
peerGroup Insurance
smallArms False
environmentScore 1.95
governancePercentile 0
militaryContract False]
symbol: HES
sector: Energy
Index: SP500
supply trend: 66701550.453857794
risk trend factor: 2.8809300900511263
beta currentRatio debtToEquity dividendRate dividendYield \
HES 1.684375 1.418 122.347 1.5 0.0118
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
HES 0.634 3804000000 0.49454 11.819778 1165250048
grossMargins grossProfits heldPercentInstitutions industry \
HES 0.71425 5267000000 0.85669 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
HES 39807426560 2143000064 0.3007 0.4828 0.19
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
HES 6.277734 5.175172 0.09412 1.257
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
HES 0.07461 0.1547 0.21 24.96 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
HES 311263008 3.58 1370000000 4.424 8622999552
totalRevenue trailingPE
HES 7692000256 54.794342
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 127.720001 | 108.176953 | 120.776666 | 133.37638 | 111.593174 | 8.990912 | 93.61135 | 129.574999 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HES | 0.637367 | 127.720001 | 66701550.453858 | 0.961499 | 0.97499 | 0.449233 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [160.45056696878748, 160.45056402961356, 160.45056402818898, 160.45056409872763] inner cv sdevs: [134.8544464787314, 134.85444841499378, 134.85444841193134, 134.85444841540357] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 160.45056402818898 134.85444841193134 test cv mean error, stdev (10 folds): [173.84731977859065, 134.2761735576648] sell date: 2022-09-11 expected return: 0.09780543407800112 discounted return: 0.0010147876694992508 quarter return: 1.088666637943265
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 6.36
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 6.97
environmentPercentile None
animalTesting False
tobacco False
totalEsg 31.78
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 68.13
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.44
governancePercentile None
militaryContract False]
symbol: CEIX
sector: Energy
Index: SP600
supply trend: 9591390.716180371
risk trend factor: 2.853515807990338
beta currentRatio debtToEquity earningsGrowth ebitda \
CEIX 2.379059 0.868 100.167 5.642 282313984
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
CEIX 0.22235 10.293775 196007120 0.33279 422536000
heldPercentInstitutions industry marketCap operatingCashflow \
CEIX 0.86884 Thermal Coal 1824347392 305568992
operatingMargins payoutRatio priceToBook priceToSalesTrailing12Months \
CEIX 0.04547 0 3.764765 1.436839
profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth \
CEIX 0.02686 0.586 0.01416 0.05563 0.249
revenuePerShare sector sharesOutstanding shortRatio totalCash \
CEIX 36.905 Energy 34480200 1.85 149912992
totalCashPerShare totalDebt totalRevenue
CEIX 4.348 673937984 1269694976
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 52.91 | 47.5295 | 52.432841 | 57.336183 | 45.364921 | 7.530586 | 30.303748 | 60.426093 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CEIX | 1.511199 | 52.91 | 9591390.71618 | 0.883884 | 0.933936 | 0.522101 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [35.37497990801837, 35.37468500060739, 35.37495890583606, 35.37495396777845] inner cv sdevs: [54.55329477952102, 54.55256724708181, 54.55330846757367, 54.553308184121654] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 35.37468500060739 54.55256724708181 test cv mean error, stdev (10 folds): [35.3749587417936, 54.553308588702706] sell date: 2022-08-28 expected return: 0.27550006301727425 discounted return: 0.00312459329435133 quarter return: 1.088666637943265
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 6.469450e+08 6.449200e+08 6.430330e+08
Total Liab 1.900704e+09 2.105167e+09 1.965198e+09
Total Stockholder Equity 6.728130e+08 4.845800e+08 5.927330e+08
Other Current Liab 1.790310e+08 2.688430e+08 1.451780e+08
Total Assets 2.573517e+09 2.589747e+09 2.557931e+09
Common Stock 3.450000e+05 3.450000e+05 3.450000e+05
Other Current Assets 3.747200e+07 4.242800e+07 3.166900e+07
Retained Earnings 2.809600e+08 1.636370e+08 2.774260e+08
Other Liab 8.455480e+08 9.379920e+08 9.285180e+08
Treasury Stock -2.554370e+08 -3.243220e+08 -3.280710e+08
Other Assets 5.153480e+08 5.008660e+08 4.742010e+08
Cash 1.499130e+08 1.619810e+08 1.466670e+08
Total Current Liabilities 4.452320e+08 5.156760e+08 3.702570e+08
Deferred Long Term Asset Charges 5.701100e+07 1.113720e+08 6.965600e+07
Short Long Term Debt 3.658900e+07 2.765100e+07 3.139500e+07
Other Stockholder Equity -2.554370e+08 -3.243220e+08 -3.280710e+08
Property Plant Equipment 1.671829e+09 1.704640e+09 1.711778e+09
Total Current Assets 3.863400e+08 3.842410e+08 3.719520e+08
Net Tangible Assets 6.728130e+08 4.845800e+08 5.927330e+08
Net Receivables 1.108630e+08 9.881800e+07 1.153080e+08
Long Term Debt 5.680520e+08 5.976970e+08 6.093260e+08
Inventory 6.287600e+07 5.601500e+07 5.929900e+07
Accounts Payable 8.034300e+07 7.839200e+07 6.807300e+07
2021-03-31
Capital Surplus 6.420540e+08
Total Liab 1.937495e+09
Total Stockholder Equity 5.830650e+08
Other Current Liab 1.260430e+08
Total Assets 2.520560e+09
Common Stock 3.440000e+05
Other Current Assets 3.030000e+05
Retained Earnings 2.732540e+08
Other Liab 9.485460e+08
Treasury Stock -3.325870e+08
Other Assets 4.475660e+08
Cash 9.117400e+07
Total Current Liabilities 3.711940e+08
Deferred Long Term Asset Charges 6.226100e+07
Short Long Term Debt 2.888900e+07
Other Stockholder Equity -3.325870e+08
Property Plant Equipment 1.736252e+09
Total Current Assets 3.367420e+08
Net Tangible Assets 5.830650e+08
Net Receivables 1.662310e+08
Long Term Debt 5.504440e+08
Inventory 5.520900e+07
Accounts Payable 7.538200e+07 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 5226000.0 13242000.0
Total Cashflows From Investing Activities -35758000.0 -45884000.0
Net Borrowings -30768000.0 -22550000.0
Total Cash From Financing Activities -30768000.0 -22551000.0
Change To Operating Activities -27258000.0 1564000.0
Net Income 117323000.0 -113789000.0
Change In Cash -14100000.0 12103000.0
Total Cash From Operating Activities 52426000.0 80538000.0
Depreciation 56510000.0 55977000.0
Other Cashflows From Investing Activities -7843000.0 -156000.0
Change To Inventory -6861000.0 3284000.0
Change To Account Receivables -9263000.0 8877000.0
Change To Netincome -85331000.0 109242000.0
Capital Expenditures -29434000.0 -45863000.0
Repurchase Of Stock NaN -1000.0
Other Cashflows From Financing Activities NaN NaN
2021-06-30 2021-03-31
Change To Liabilities -6922000.0 -73000.0
Total Cashflows From Investing Activities -40225000.0 -5494000.0
Net Borrowings 56940000.0 -29803000.0
Total Cash From Financing Activities 54342000.0 -31875000.0
Change To Operating Activities -14728000.0 -3098000.0
Net Income 4172000.0 26404000.0
Change In Cash 108726000.0 40627000.0
Total Cash From Operating Activities 94609000.0 77996000.0
Depreciation 52199000.0 59897000.0
Other Cashflows From Investing Activities -156000.0 -182000.0
Change To Inventory -3574000.0 475000.0
Change To Account Receivables 50857000.0 -5764000.0
Change To Netincome 10414000.0 -1985000.0
Capital Expenditures -43655000.0 -13800000.0
Repurchase Of Stock -230000.0 -2072000.0
Other Cashflows From Financing Activities -2368000.0 -2368000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 332361000 26404000
2Q2021 303895000 4172000
3Q2021 294837000 -113789000
4Q2021 338602000 117323000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 162586000.0 -154047000.0 -4721000.0
Minority Interest None None None
Net Income 117323000.0 -113789000.0 4172000.0
Selling General Administrative 20131000.0 22476000.0 22542000.0
Gross Profit 111053000.0 86408000.0 102837000.0
Ebit 150330000.0 -139095000.0 7904000.0
Operating Income 150330000.0 -139095000.0 7904000.0
Other Operating Expenses -115918000.0 147050000.0 20192000.0
Interest Expense -15849000.0 -16045000.0 -16187000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 45263000.0 -40258000.0 -8893000.0
Total Revenue 338602000.0 294837000.0 303895000.0
Total Operating Expenses 188272000.0 433932000.0 295991000.0
Cost Of Revenue 227549000.0 208429000.0 201058000.0
Total Other Income Expense Net 12256000.0 -14952000.0 -12625000.0
Discontinued Operations None None None
Net Income From Continuing Ops 117323000.0 -113789000.0 4172000.0
Net Income Applicable To Common Shares 117323000.0 -113789000.0 4172000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax 31589000.0
Minority Interest None
Net Income 26404000.0
Selling General Administrative 23964000.0
Gross Profit 120238000.0
Ebit 36592000.0
Operating Income 36592000.0
Other Operating Expenses -215000.0
Interest Expense -15261000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 5185000.0
Total Revenue 332361000.0
Total Operating Expenses 295769000.0
Cost Of Revenue 212123000.0
Total Other Income Expense Net -5003000.0
Discontinued Operations None
Net Income From Continuing Ops 26404000.0
Net Income Applicable To Common Shares 26404000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 2228007 2022-01-30
1 SPDR (R) Ser Tr-SPDR (R) S&P (R) Metals & Mini... 1914035 2022-01-30
2 iShares Russell 2000 ETF 792575 2022-01-30
3 Vanguard Total Stock Market Index Fund 735685 2021-12-30
4 Victory Portfolios-Victory Integrity Small Cap... 704300 2021-12-30
5 DFA U.S. Small Cap Value Series 629572 2022-01-30
6 iShares S&P Smallcap 600 Value ETF 526608 2022-01-30
7 Vanguard Extended Market Index Fund 430229 2021-12-30
8 iShares Russell 2000 Value ETF 366723 2022-01-30
9 Pacer Small Cap U.S. Cash Cows 100 ETF 323552 2022-01-30
% Out Value
0 0.0640 48436872
1 0.0550 41611120
2 0.0228 17230580
3 0.0211 16707406
4 0.0202 15994653
5 0.0181 13686895
6 0.0151 11448457
7 0.0124 9770500
8 0.0105 7972558
9 0.0093 7034020 ]
['options', ('2022-06-17', '2022-08-19')]
symbol: FANG
sector: Energy
Index: SP500
supply trend: 49440914.67473525
risk trend factor: 2.7344633265558405
beta currentRatio debtToEquity dividendRate dividendYield \
FANG 2.181941 0.72 42.218 2.8 0.0181
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
FANG 2.278 5041999872 0.65762 7.115401 953625024
grossMargins grossProfits heldPercentInstitutions industry \
FANG 0.86683 5577000000 0.91778 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
FANG 28453900288 4572000256 0.48611 0.1272 0.39
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
FANG 2.233632 3.711217 0.35751 0.656
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
FANG 0.10278 0.22396 1.034 42.596 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
FANG 177492992 2.75 149000000 0.839 5848000000
totalRevenue trailingPE
FANG 7666999808 10.57384
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 155.490005 | 120.025332 | 143.822381 | 167.61943 | 138.226666 | 9.525387 | 119.175893 | 157.27744 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| FANG | 1.227123 | 155.490005 | 49440914.674735 | 0.951302 | 0.837164 | 0.472651 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [287.58047977201403, 287.58047977598375, 287.58047986264535, 287.58047963364004] inner cv sdevs: [293.2760538470737, 293.27605385181045, 293.2760537924448, 293.2760538858502] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 287.58047963364004 293.2760538858502 test cv mean error, stdev (10 folds): [307.16585027074893, 300.6534118010132] sell date: 2022-09-11 expected return: 0.14609396535641572 discounted return: 0.0014832686208368084 quarter return: 1.088666637943265
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
symbol: CIVI
sector: Energy
Index: SP600
supply trend: 7642718.420574887
risk trend factor: 2.668131309107495
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
CIVI 1.69646 0.505 11.399 1.85 0.0222 910931008
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
CIVI 0.54408 5.807773 855249152 0.79951 731177000
heldPercentInstitutions industry marketCap operatingCashflow \
CIVI 1.04378 Oil & Gas E&P 7110930432 764176000
operatingMargins payoutRatio pegRatio priceToBook \
CIVI 0.26443 0.2792 0.4 1.532868
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
CIVI 4.247195 0.16167 0.477 0.06714
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
CIVI 0.09524 10.028 31.498 Energy 84967504
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
CIVI 6.57 154348992 1.817 528631008 1674264960
trailingPE
CIVI 16.671316
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 80.660004 | 56.1793 | 72.431587 | 88.683875 | 64.55873 | 7.871397 | 48.815937 | 80.301523 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CIVI | 2.177131 | 80.660004 | 7642718.420575 | 0.942041 | 0.020246 | 0.49614 |
ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [42.80456018172789, 42.80456054890269, 42.80456055740018, 42.804560431571964] inner cv sdevs: [46.11522199981243, 46.115221868926845, 46.11522170497645, 46.11522195020673] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 42.80456018172789 46.11522199981243 test cv mean error, stdev (10 folds): [46.4696254252245, 46.81362338546472] sell date: 2022-08-28 expected return: 0.0837863699973827 discounted return: 0.0010320810493125165 quarter return: 1.088666637943265
['options', ('2022-07-15', '2022-12-16')]
symbol: NFG
sector: Energy
Index: SP400
supply trend: 11033521.558245083
risk trend factor: 2.6550357052664886
beta currentRatio debtToEquity dividendRate dividendYield \
NFG 0.723039 0.633 132.864 1.82 0.0271
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
NFG 0.694 1026038976 0.5552 13.185118 113741128
grossMargins grossProfits heldPercentInstitutions industry \
NFG 0.61861 1095026000 0.75657 Oil & Gas Integrated
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
NFG 6624960512 758292992 0.37081 0.3534 1.2
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
NFG 3.708525 3.584827 0.22633 0.45
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
NFG 0.05856 0.20134 0.239 20.265 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
NFG 91190096 3.78 79065000 0.865 2803702016
totalRevenue trailingPE
NFG 1848056064 18.299747
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 72.650002 | 66.029887 | 71.394603 | 76.75932 | 70.114762 | 2.669158 | 64.776446 | 75.453077 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| NFG | 0.912129 | 72.650002 | 11033521.558245 | 0.912861 | 0.982328 | 0.468009 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [12.93053078908269, 12.930533091315231, 12.930540887824469, 12.930533440703952] inner cv sdevs: [8.089157992345472, 8.08915656088264, 8.089156117457684, 8.089157085673774] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 12.93053078908269 8.089157992345472 test cv mean error, stdev (10 folds): [14.136340691847895, 7.482255933062687] sell date: 2022-08-07 expected return: 0.0508534039366216 discounted return: 0.0008705997997062731 quarter return: 1.088666637943265
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 1.013821e+09 1.017446e+09 1.012703e+09
Total Liab 5.479478e+09 5.678619e+09 5.197561e+09
Total Stockholder Equity 2.110195e+09 1.786206e+09 2.011114e+09
Deferred Long Term Liab 2.536600e+08 2.290640e+08 3.343380e+08
Other Current Liab 4.894420e+08 8.377480e+08 4.037490e+08
Total Assets 7.589673e+09 7.464825e+09 7.208675e+09
Common Stock 9.143700e+07 9.118200e+07 9.117300e+07
Other Current Assets 6.503700e+07 1.509440e+08 2.513100e+07
Retained Earnings 1.281963e+09 1.191175e+09 1.145700e+09
Other Liab 1.952837e+09 1.794161e+09 1.969099e+09
Good Will 5.476000e+06 5.476000e+06 5.476000e+06
Treasury Stock -2.770260e+08 -5.135970e+08 -2.384620e+08
Other Assets 4.572680e+08 4.239440e+08 4.727480e+08
Cash 7.906500e+07 3.152800e+07 1.180120e+08
Total Current Liabilities 8.961390e+08 1.236133e+09 6.006020e+08
Other Stockholder Equity -2.770260e+08 -5.135970e+08 -2.384620e+08
Property Plant Equipment 6.498855e+09 6.407884e+09 6.185657e+09
Total Current Assets 5.671900e+08 5.224490e+08 4.395570e+08
Long Term Investments 6.088400e+07 1.050720e+08 1.052370e+08
Net Tangible Assets 2.104719e+09 1.780730e+09 2.005638e+09
Net Receivables 3.246070e+08 2.237960e+08 2.016750e+08
Long Term Debt 2.629602e+09 2.628687e+09 2.627860e+09
Inventory 7.011800e+07 8.722900e+07 6.619100e+07
Accounts Payable 1.299340e+08 1.716550e+08 1.134700e+08
2021-03-31
Capital Surplus 1.009075e+09
Total Liab 5.016683e+09
Total Stockholder Equity 2.098969e+09
Deferred Long Term Liab 3.362960e+08
Other Current Liab 2.410690e+08
Total Assets 7.115652e+09
Common Stock 9.116400e+07
Other Current Assets 2.553100e+07
Retained Earnings 1.100718e+09
Other Liab 1.986678e+09
Good Will 5.476000e+06
Treasury Stock -1.019880e+08
Other Assets 4.728080e+08
Cash 8.046700e+07
Total Current Liabilities 4.029720e+08
Other Stockholder Equity -1.019880e+08
Property Plant Equipment 6.076070e+09
Total Current Assets 4.571840e+08
Long Term Investments 1.041140e+08
Net Tangible Assets 2.093493e+09
Net Receivables 2.621640e+08
Long Term Debt 2.627033e+09
Inventory 5.795700e+07
Accounts Payable 1.073050e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 30000000.0 30000000.0
Change To Liabilities -13491000.0 41101000.0
Total Cashflows From Investing Activities -169710000.0 -236247000.0
Net Borrowings 7500000.0 158500000.0
Total Cash From Financing Activities -42846000.0 116920000.0
Change To Operating Activities -8703000.0 -74859000.0
Net Income 132392000.0 86962000.0
Change In Cash -41073000.0 416000.0
Repurchase Of Stock -8859000.0 -97000.0
Total Cash From Operating Activities 171483000.0 119743000.0
Depreciation 88578000.0 83671000.0
Other Cashflows From Investing Activities 13781000.0 2712000.0
Dividends Paid -41487000.0 -41483000.0
Change To Inventory 17111000.0 -21038000.0
Change To Account Receivables -98688000.0 -20680000.0
Change To Netincome 54284000.0 24586000.0
Capital Expenditures -213491000.0 -238959000.0
2021-06-30 2021-03-31
Investments 30000000.0 30000000.0
Change To Liabilities -1139000.0 -6878000.0
Total Cashflows From Investing Activities -174780000.0 -155320000.0
Net Borrowings 158500000.0 -45448000.0
Total Cash From Financing Activities -40642000.0 -86016000.0
Change To Operating Activities 418000.0 -12453000.0
Net Income 86475000.0 112436000.0
Change In Cash 39255000.0 -28946000.0
Repurchase Of Stock -71000.0 -8000.0
Total Cash From Operating Activities 254677000.0 212390000.0
Depreciation 84170000.0 84342000.0
Other Cashflows From Investing Activities -872000.0 246000.0
Dividends Paid -40571000.0 -40560000.0
Change To Inventory -8234000.0 13385000.0
Change To Account Receivables 60426000.0 -37553000.0
Change To Netincome 32561000.0 59111000.0
Capital Expenditures -173908000.0 -155566000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 551115000 112436000
2Q2021 394397000 86475000
3Q2021 355988000 86962000
4Q2021 546557000 132392000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 177289000.0 101682000.0 116810000.0
Minority Interest None None None
Net Income 132392000.0 86962000.0 86475000.0
Selling General Administrative 2951000.0 373000.0 4847000.0
Gross Profit 322738000.0 239398000.0 258732000.0
Ebit 206708000.0 131900000.0 145223000.0
Operating Income 206708000.0 131900000.0 145223000.0
Other Operating Expenses 24501000.0 23454000.0 24492000.0
Interest Expense -31291000.0 -30431000.0 -31232000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 44897000.0 14720000.0 30335000.0
Total Revenue 546557000.0 355988000.0 394397000.0
Total Operating Expenses 339849000.0 224088000.0 249174000.0
Cost Of Revenue 223819000.0 116590000.0 135665000.0
Total Other Income Expense Net -29419000.0 -30218000.0 -28413000.0
Discontinued Operations None None None
Net Income From Continuing Ops 132392000.0 86962000.0 86475000.0
Net Income Applicable To Common Shares 132392000.0 86962000.0 86475000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax 152646000.0
Minority Interest None
Net Income 112436000.0
Selling General Administrative 12597000.0
Gross Profit 322368000.0
Ebit 201442000.0
Operating Income 201442000.0
Other Operating Expenses 23987000.0
Interest Expense -50518000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 40210000.0
Total Revenue 551115000.0
Total Operating Expenses 349673000.0
Cost Of Revenue 228747000.0
Total Other Income Expense Net -48796000.0
Discontinued Operations None
Net Income From Continuing Ops 112436000.0
Net Income Applicable To Common Shares 112436000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 SPDR (R) Ser Tr- SPDR (R) S&P (R) Dividend ETF 3976535 2022-01-30
1 JP Morgan Mid Cap Value Fund 3731484 2021-12-30
2 Vanguard Total Stock Market Index Fund 2589317 2021-12-30
3 iShares Core S&P Midcap ETF 2527575 2022-01-30
4 Price (T.Rowe) Mid-Cap Value Fund 2403328 2021-12-30
5 Vanguard Small-Cap Index Fund 2299210 2021-12-30
6 Gabelli Utilities Fund 1705500 2021-12-30
7 Vanguard Small Cap Value Index Fund 1455965 2021-12-30
8 Vanguard Extended Market Index Fund 1204306 2021-12-30
9 Price (T.Rowe) Mid-Cap Value Equity Trust 1011543 2021-12-30
% Out Value
0 0.0435 241494970
1 0.0408 238591086
2 0.0283 165560928
3 0.0276 153499629
4 0.0263 153668792
5 0.0251 147011487
6 0.0186 109049670
7 0.0159 93094402
8 0.0132 77003325
9 0.0111 64678059 ]
['options', ('2022-07-15',)]
symbol: PDCE
sector: Energy
Index: SP400
supply trend: 26294633.055975795
risk trend factor: 2.6335961140263304
beta currentRatio debtToEquity dividendRate dividendYield \
PDCE 2.747277 0.575 34.654 1.4 0.0164
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
PDCE 1255468032 0.45227 4.092647 598676224 0.89205
grossProfits heldPercentInstitutions industry marketCap \
PDCE 2111095000 0.97868 Oil & Gas E&P 8288278016
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PDCE 1683784960 0.21746 0.1225 0.17 2.888328
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PDCE 2.985751 0.1799 0.555 0.06877
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PDCE 0.18662 0.877 28.416 Energy 99272704
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
PDCE 6.72 171156992 1.794 958110016 2775943936
trailingPE
PDCE 16.581926
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 84.129997 | 58.883591 | 74.841111 | 90.798632 | 73.113968 | 5.744648 | 61.624671 | 84.603265 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PDCE | 1.125975 | 84.129997 | 26294633.055976 | 0.935258 | 0.76826 | 0.495944 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [47.43541902075859, 47.43541883936485, 47.435429606733585, 47.43539139416241] inner cv sdevs: [41.27847644534226, 41.27847647797136, 41.278479738657, 41.27845862165851] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 47.43539139416241 41.27845862165851 test cv mean error, stdev (10 folds): [49.506011630617095, 42.745093084442274] sell date: 2022-08-28 expected return: 0.12130617549801379 discounted return: 0.0014689526493014693 quarter return: 1.088666637943265
['options', ('2022-07-15', '2022-12-16')]
symbol: OXY
sector: Energy
Index: SP500
supply trend: 312554843.6459909
risk trend factor: 2.6206123783270985
beta currentRatio debtToEquity dividendRate dividendYield \
OXY 1.955081 1.156 111.198 0.52 0.0075
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
OXY 15392000000 0.53054 8.023869 9129875456 0.64697
grossProfits heldPercentInstitutions industry marketCap \
OXY 16297000000 0.82201 Oil & Gas E&P 59858386944
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
OXY 12762999808 0.25255 0.0242 0.27 3.952352
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
OXY 2.063229 0.25314 0.844 0.05964
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
OXY 0.34101 0.577 30.999 Energy 937190976
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
OXY 1.91 1908999936 2.037 27696001024 29012000768
trailingPE
OXY 9.548512
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 63.869999 | 60.711375 | 66.862064 | 73.012753 | 61.107143 | 4.905649 | 51.295845 | 70.918441 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| OXY | 1.797943 | 63.869999 | 312554843.645991 | 0.84478 | 0.777852 | 0.546207 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [64.31320147425035, 64.31320110993455, 64.3132016521237, 64.31320112428526] inner cv sdevs: [79.1718021387919, 79.17180238989472, 79.17180262986804, 79.17180238083812] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 64.31320110993455 79.17180238989472 test cv mean error, stdev (10 folds): [69.6553260485308, 81.12379763202075] sell date: 2022-09-11 expected return: 0.39204988489822373 discounted return: 0.003601877728523828 quarter return: 1.088666637943265
['options', ('2022-06-17', '2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 12.04
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 6.88
environmentPercentile None
animalTesting False
tobacco False
totalEsg 43.53
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 92.95
peerGroup Oil & Gas Producers
smallArms False
environmentScore 24.61
governancePercentile None
militaryContract False]
symbol: PXD
sector: Energy
Index: SP500
supply trend: 41581229.50075643
risk trend factor: 2.603257694027524
beta currentRatio debtToEquity dividendRate dividendYield \
PXD 1.535843 1.541 25.456 12.34 0.0433
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
PXD 9187000320 0.43846 10.46792 2404124928 0.53944
grossProfits heldPercentInstitutions industry marketCap \
PXD 9392000000 0.92193 Oil & Gas E&P 68689747968
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PXD 8265999872 0.31175 0.3288 0.53 2.902227
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PXD 3.278277 0.2003 1.404 0.12148
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PXD 0.20075 1.006 86.852 Energy 241959008
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
PXD 2.65 3256000000 13.457 6024999936 20952999936
trailingPE
PXD 17.432608
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 270.869995 | 256.919894 | 273.316666 | 289.713438 | 255.561587 | 15.927793 | 223.706001 | 287.417173 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PXD | 1.167952 | 270.869995 | 41581229.500756 | 0.916981 | 0.935146 | 0.498349 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [709.2038533411051, 709.2038526523268, 709.2038532471967, 709.2038907385577] inner cv sdevs: [678.656712984199, 678.6567136345194, 678.6567130375644, 678.6567072486863] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 709.2038526523268 678.6567136345194 test cv mean error, stdev (10 folds): [777.3073964916504, 674.9914139743596] sell date: 2022-09-11 expected return: 0.11476548045941427 discounted return: 0.001181611154793094 quarter return: 1.088666637943265
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.97
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 9.1
environmentPercentile None
animalTesting False
tobacco False
totalEsg 36.53
highestControversy 1
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.93
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.46
governancePercentile None
militaryContract False]
symbol: CNX
sector: Energy
Index: SP400
supply trend: 79583176.67170954
risk trend factor: 2.5762984369029858
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
CNX 1.261343 0.196 88.804 -1381751040 -0.50108 7.664496
freeCashflow grossMargins grossProfits heldPercentInstitutions \
CNX 56837376 0.80006 1866027000 0.97671
industry marketCap operatingCashflow operatingMargins payoutRatio \
CNX Oil & Gas E&P 4589103104 1043104000 -0.68414 0
pegRatio priceToBook priceToSalesTrailing12Months profitMargins \
CNX 0.19 1.786908 1.664207 -0.55108
quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
CNX 0.132 -0.14474 -0.42927 0.852 13.072
sector sharesOutstanding shortRatio totalCash totalCashPerShare \
CNX Energy 195032000 9.57 13338000 0.068
totalDebt totalRevenue
CNX 2281821952 2757531904
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 23.24 | 18.125204 | 21.358571 | 24.591938 | 20.760794 | 1.50283 | 17.755134 | 23.766453 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CNX | 0.90438 | 23.24 | 79583176.67171 | 0.940271 | 0.784231 | 0.406859 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [7.454428731478768, 7.454428731697994, 7.454428729389988, 7.45442873122781] inner cv sdevs: [7.64848358205737, 7.648483582487399, 7.648483578859242, 7.648483581155891] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 7.454428729389988 7.648483578859242 test cv mean error, stdev (10 folds): [8.097169842726244, 7.7333662612098975] sell date: 2022-07-10 expected return: 0.053540419809179125 discounted return: 0.00180011207696551 quarter return: 1.088666637943265
['options', ('2022-07-15', '2023-01-20')]
symbol: MTDR
sector: Energy
Index: SP400
supply trend: 50876450.52950076
risk trend factor: 2.5519542477276707
beta currentRatio debtToEquity dividendRate dividendYield \
MTDR 4.053921 0.997 64.085 0.2 0.0044
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MTDR 2.392 1377725952 0.66904 10.304898 33695376
grossMargins grossProfits heldPercentInstitutions industry \
MTDR 0.84283 1462239000 0.93761 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MTDR 7653827584 1212914048 0.49033 0.0245 0.42
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MTDR 4.525147 3.716796 0.3552 0.801
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
MTDR 0.15195 0.40598 0.973 17.558 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MTDR 117336000 2.66 63001000 0.534 1497975040
totalRevenue trailingPE
MTDR 2059254016 27.407562
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 65.230003 | 43.121122 | 57.022299 | 70.923475 | 54.485794 | 5.169552 | 44.14669 | 64.824898 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MTDR | 0.613531 | 65.230003 | 50876450.529501 | 0.95853 | 0.987482 | 0.46805 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [46.570928214132216, 46.57092823617545, 46.57092821471463, 46.57092821413169] inner cv sdevs: [59.96530217001442, 59.96530217952774, 59.96530217017681, 59.96530217001481] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 46.57092821413169 59.96530217001481 test cv mean error, stdev (10 folds): [51.04371274791843, 61.117570287576996] sell date: 2022-09-11 expected return: 0.09526787677054763 discounted return: 0.0009896085752998385 quarter return: 1.088666637943265
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Capital Surplus 2.087788e+09 2.077592e+09 2.069484e+09
Total Liab 2.229864e+09 2.134765e+09 2.077593e+09
Total Stockholder Equity 2.118600e+09 1.907210e+09 1.688007e+09
Minority Interest 2.188640e+08 2.201780e+08 2.198930e+08
Other Current Liab 3.095620e+08 2.075790e+08 2.648190e+08
Total Assets 4.567328e+09 4.262153e+09 3.985493e+09
Common Stock 1.181000e+06 1.179000e+06 1.172000e+06
Other Current Assets 5.734600e+07 4.075600e+07 3.782000e+07
Retained Earnings 2.994000e+07 -1.713180e+08 -3.802680e+08
Other Liab 1.939550e+08 1.269630e+08 6.975800e+07
Treasury Stock -3.090000e+05 -2.430000e+05 -2.381000e+06
Other Assets 3.542400e+07 4.644000e+06 5.268400e+07
Cash 6.300100e+07 4.813500e+07 7.312800e+07
Total Current Liabilities 5.379340e+08 4.648370e+08 4.727520e+08
Property Plant Equipment 3.995641e+09 3.886204e+09 3.536181e+09
Total Current Assets 5.362630e+08 3.713050e+08 3.966280e+08
Net Tangible Assets 2.118600e+09 1.907210e+09 1.688007e+09
Net Receivables 3.676440e+08 2.414160e+08 2.483540e+08
Long Term Debt 1.497975e+09 1.527580e+09 1.519684e+09
Inventory 1.245600e+07 1.218800e+07 1.213700e+07
Accounts Payable 3.397300e+07 2.625600e+07 3.340200e+07
Deferred Long Term Asset Charges NaN NaN 1.387800e+07
2021-06-30
Capital Surplus 2.061815e+09
Total Liab 2.132423e+09
Total Stockholder Equity 1.479762e+09
Minority Interest 2.223640e+08
Other Current Liab 2.386310e+08
Total Assets 3.834549e+09
Common Stock 1.171000e+06
Other Current Assets 4.074700e+07
Retained Earnings -5.809810e+08
Other Liab 5.910300e+07
Treasury Stock -2.243000e+06
Other Assets 3.889100e+07
Cash 4.463200e+07
Total Current Liabilities 4.225800e+08
Property Plant Equipment 3.462030e+09
Total Current Assets 3.336280e+08
Net Tangible Assets 1.479762e+09
Net Receivables 2.160330e+08
Long Term Debt 1.634289e+09
Inventory 1.165700e+07
Accounts Payable 1.357300e+07
Deferred Long Term Asset Charges NaN ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities -5668000.0 16272000.0
Total Cashflows From Investing Activities -251896000.0 -345587000.0
Net Borrowings -30000000.0 7500000.0
Total Cash From Financing Activities -43821000.0 -9813000.0
Change To Operating Activities -8248000.0 4778000.0
Net Income 207124000.0 214790000.0
Change In Cash 33237000.0 -20871000.0
Repurchase Of Stock -12184000.0 -4050000.0
Total Cash From Operating Activities 328954000.0 334529000.0
Depreciation 96396000.0 90076000.0
Dividends Paid -5866000.0 -5840000.0
Change To Inventory -78000.0 -358000.0
Change To Account Receivables -125345000.0 12765000.0
Other Cashflows From Financing Activities 4229000.0 -8545000.0
Change To Netincome 148421000.0 -5010000.0
Capital Expenditures -263807000.0 -345587000.0
Issuance Of Stock NaN 1122000.0
2021-09-30 2021-06-30
Change To Liabilities 26274000.0 25785000.0
Total Cashflows From Investing Activities -132556000.0 -142227000.0
Net Borrowings -115000000.0 -81500000.0
Total Cash From Financing Activities -130092000.0 -85022000.0
Change To Operating Activities 2123000.0 7519000.0
Net Income 203628000.0 105905000.0
Change In Cash 28583000.0 30951000.0
Repurchase Of Stock -1277000.0 -1163000.0
Total Cash From Operating Activities 291231000.0 258200000.0
Depreciation 89579000.0 91955000.0
Dividends Paid -2915000.0 -2913000.0
Change To Inventory -742000.0 -549000.0
Change To Account Receivables -32321000.0 -39220000.0
Other Cashflows From Financing Activities -11113000.0 554000.0
Change To Netincome 1902000.0 65874000.0
Capital Expenditures -136475000.0 -142243000.0
Issuance Of Stock 213000.0 213000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 388042000 105905000
3Q2021 485921000 203628000
4Q2021 522131000 214790000
1Q2022 614460000 207124000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 292713000.0 304467000.0 211361000.0
Minority Interest 218864000.0 220178000.0 219893000.0
Net Income 207124000.0 214790000.0 203628000.0
Selling General Administrative 29733000.0 51878000.0 24633000.0
Gross Profit 532904000.0 463048000.0 392768000.0
Ebit 309307000.0 325121000.0 230186000.0
Operating Income 309307000.0 325121000.0 230186000.0
Other Operating Expenses 98011000.0 -3488000.0 48888000.0
Interest Expense -16252000.0 -19108000.0 -17989000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 68528000.0 73222000.0 -6701000.0
Total Revenue 614460000.0 522131000.0 485921000.0
Total Operating Expenses 305153000.0 197010000.0 255735000.0
Cost Of Revenue 81556000.0 59083000.0 93153000.0
Total Other Income Expense Net -16594000.0 -20654000.0 -18825000.0
Discontinued Operations None None None
Net Income From Continuing Ops 224185000.0 231245000.0 218062000.0
Net Income Applicable To Common Shares 207124000.0 214790000.0 203628000.0
2021-06-30
Research Development None
Effect Of Accounting Charges None
Income Before Tax 127180000.0
Minority Interest 222364000.0
Net Income 105905000.0
Selling General Administrative 24397000.0
Gross Profit 346873000.0
Ebit 145106000.0
Operating Income 145106000.0
Other Operating Expenses 85926000.0
Interest Expense -17940000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 5349000.0
Total Revenue 388042000.0
Total Operating Expenses 242936000.0
Cost Of Revenue 41169000.0
Total Other Income Expense Net -17926000.0
Discontinued Operations None
Net Income From Continuing Ops 121831000.0
Net Income Applicable To Common Shares 105905000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 7759051 2022-01-30
1 Vanguard Total Stock Market Index Fund 3003516 2021-12-30
2 Vanguard Small-Cap Index Fund 2658743 2021-12-30
3 iShares Russell 2000 ETF 2526278 2022-01-30
4 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 2255808 2022-01-30
5 Price (T.Rowe) Small-Cap Value Fund 2233160 2021-12-30
6 DFA U.S. Small Cap Value Series 2183508 2022-01-30
7 Vanguard Small-Cap Growth Index Fund 1654888 2021-12-30
8 AB Cap Fd.-AB Small Cap Growth Port 1624213 2022-01-30
9 Vanguard Extended Market Index Fund 1457386 2021-12-30
% Out Value
0 0.0657 347372713
1 0.0254 110889810
2 0.0225 98160791
3 0.0214 113101466
4 0.0191 100992524
5 0.0189 82448267
6 0.0185 97755653
7 0.0140 61098464
8 0.0137 72716016
9 0.0123 53806691 ]
['options', ('2022-06-17', '2022-07-15', '2023-01-20')]
symbol: DINO
sector: Energy
Index: SP400
supply trend: 51935930.33282904
risk trend factor: 2.525423827441188
beta currentRatio debtToEquity dividendRate dividendYield \
DINO 1.54401 1.728 43.018 1.6 0.0278
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
DINO 0 1260462976 0.05641 10.206038 -1079519232
grossMargins grossProfits heldPercentInstitutions \
DINO 0.0784 1615735000 0.62669
industry marketCap operatingCashflow \
DINO Oil & Gas Refining & Marketing 12826910720 805392000
operatingMargins payoutRatio pegRatio priceToBook \
DINO 0.03909 0.1032 0.35 1.580395
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
DINO 0.574075 0.02551 0.791 0.03679
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
DINO 0.09048 1.128 134.828 Energy 223232000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
DINO 3.27 592278016 2.653 3818710016 22343598080
trailingPE
DINO 16.929876
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 56.369999 | 41.96407 | 50.064286 | 58.164501 | 42.669841 | 6.172185 | 30.325472 | 55.01421 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DINO | 0.964968 | 56.369999 | 51935930.332829 | 0.948909 | 0.412505 | 0.562704 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [65.79931850210625, 65.79726889581785, 65.79931876709946, 65.79754963282835] inner cv sdevs: [67.65862576065733, 67.6559792521332, 67.65862564211612, 67.65599060725505] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 65.79726889581785 67.6559792521332 test cv mean error, stdev (10 folds): [69.9688457823582, 69.60046030966548] sell date: 2022-08-28 expected return: -0.03676758982800798 discounted return: -0.0004801482375555999 quarter return: 1.088666637943265
symbol: HRB
sector: Consumer Cyclical
Index: SP400
supply trend: 61640658.16944024
risk trend factor: 2.3710165833660994
beta currentRatio debtToEquity dividendRate dividendYield \
HRB 0.695099 1.103 5314.905 1.08 0.0298
earningsGrowth ebitda ebitdaMargins forwardPE grossMargins \
HRB -0.008 806428032 0.30238 9.67663 0.472
grossProfits heldPercentInstitutions industry marketCap \
HRB 1400058000 0.93154 Personal Services 5683142656
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
HRB 80728000 0.25066 0.3344 1.05 126.72598
priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth \
HRB 2.130946 0.16063 0.971 0.039
revenuePerShare sector sharesOutstanding shortRatio \
HRB 15.645 Consumer Cyclical 159594000 4.71
totalCash totalCashPerShare totalDebt totalRevenue trailingPE
HRB 1041740032 6.527 2384054016 2666958080 14.570376
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 35.450001 | 30.968201 | 34.265079 | 37.561958 | 29.09 | 3.96819 | 21.153621 | 37.026379 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HRB | 1.155552 | 35.450001 | 61640658.16944 | 0.941968 | 0.838883 | 0.43511 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [9.393194329778538, 9.393194950405553, 9.393189738161503, 9.393194945532237] inner cv sdevs: [8.78893480984658, 8.788936215217403, 8.788929086273662, 8.788936219004773] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 9.393189738161503 8.788929086273662 test cv mean error, stdev (10 folds): [9.936502255246904, 9.04006998049166] sell date: 2022-08-07 expected return: 0.020890813630000938 discounted return: 0.0003627954934413147 quarter return: 1.088666637943265
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: MUR
sector: Energy
Index: SP400
supply trend: 60623530.18154312
risk trend factor: 2.3198869089480696
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
MUR 2.55625 0.6 80.704 0.7 0.0161 1488126976
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
MUR 0.48315 5.593307 1159256320 0.81723 2271014000
heldPercentInstitutions industry marketCap operatingCashflow \
MUR 0.83585 Oil & Gas E&P 6752466944 1522727040
operatingMargins payoutRatio pegRatio priceToBook \
MUR 0.21109 0.7836 0.18 1.674372
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MUR 2.192315 0.03261 0.533 0.03902
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MUR 0.06042 0.471 19.932 Energy 155372000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
MUR 4.37 480587008 3.093 3393031936 3080061952
trailingPE
MUR 66.96456
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 44.150002 | 31.102213 | 39.549445 | 47.996677 | 39.439424 | 3.288115 | 32.863194 | 46.015654 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MUR | 0.567049 | 44.150002 | 60623530.181543 | 0.957721 | 0.869435 | 0.455651 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [20.681214441204563, 20.68121443864665, 20.681214425518316, 20.68121444013862] inner cv sdevs: [17.966602103826403, 17.96660210537269, 17.9666020983882, 17.96660210446097] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 20.681214425518316 17.9666020983882 test cv mean error, stdev (10 folds): [21.581490728315337, 18.605461535785512] sell date: 2022-09-11 expected return: 0.13527780460600586 discounted return: 0.0013800533848820074 quarter return: 1.088666637943265
['options', ('2022-06-17', '2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: SM
sector: Energy
Index: SP600
supply trend: 82761362.10287443
risk trend factor: 2.2682714381373863
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
SM 5.488235 0.717 93.916 0.02 0.0006 1315937024
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
SM 0.45427 10.711865 570353344 0.8671 2136878000
heldPercentInstitutions industry marketCap operatingCashflow \
SM 0.88028 Oil & Gas E&P 6141725696 1396240000
operatingMargins payoutRatio pegRatio priceToBook \
SM 0.18012 0.007 0.12 3.752134
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
SM 2.120158 0.11608 0.7 0.06264
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
SM 0.17312 0.931 23.974 Energy 121474000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
SM 2.26 419887008 3.446 1986428032 2896824064
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 50.560001 | 30.683761 | 44.192381 | 57.701002 | 40.420635 | 5.240911 | 29.938813 | 50.902457 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SM | 0.612742 | 50.560001 | 82761362.102874 | 0.91777 | 0.976245 | 0.479096 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [42.95422910013308, 42.95422910931904, 42.95422913485419, 42.95422911125981] inner cv sdevs: [53.33125731353675, 53.331257308148125, 53.33125729434242, 53.33125732241067] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 42.95422910013308 53.33125731353675 test cv mean error, stdev (10 folds): [47.18807229874592, 54.14301060130179] sell date: 2022-09-11 expected return: 0.7323244376637932 discounted return: 0.005990306557991154 quarter return: 1.088666637943265
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Capital Surplus 1.844478e+09 1.840228e+09 1.838620e+09
Total Liab 3.280672e+09 3.170846e+09 3.425061e+09
Total Stockholder Equity 2.115109e+09 2.063131e+09 1.636899e+09
Deferred Long Term Liab 2.300000e+06 2.700000e+06 3.100000e+06
Other Current Liab 5.381270e+08 4.047460e+08 5.520440e+08
Total Assets 5.395781e+09 5.233977e+09 5.061960e+09
Common Stock 1.219000e+06 1.219000e+06 1.215000e+06
Other Current Assets 9.649000e+06 2.409500e+07 2.451400e+07
Retained Earnings 2.820790e+08 2.345330e+08 -1.903670e+08
Other Liab 2.415590e+08 1.809150e+08 2.438640e+08
Treasury Stock -1.266700e+07 -1.284900e+07 -1.256900e+07
Other Assets 5.397300e+07 2.576600e+07 6.020700e+07
Cash 4.198870e+08 3.327160e+08 2.980000e+07
Total Current Liabilities 1.058721e+09 8.893270e+08 1.103567e+09
Other Stockholder Equity -1.266700e+07 -1.284900e+07 -1.256900e+07
Property Plant Equipment 4.582973e+09 4.595024e+09 4.665483e+09
Total Current Assets 7.588350e+08 6.131870e+08 3.362700e+08
Net Tangible Assets 2.115109e+09 2.063131e+09 1.636899e+09
Net Receivables 3.210760e+08 2.472010e+08 2.722480e+08
Long Term Debt 1.980392e+09 2.081164e+09 2.077630e+09
Accounts Payable 5.145580e+08 2.507200e+07 5.424740e+08
2021-06-30
Capital Surplus 1.838859e+09
Total Liab 3.500489e+09
Total Stockholder Equity 1.552509e+09
Deferred Long Term Liab 3.500000e+06
Other Current Liab 5.450620e+08
Total Assets 5.052998e+09
Common Stock 1.210000e+06
Other Current Assets 3.130300e+07
Retained Earnings -2.747450e+08
Other Liab 2.566960e+08
Treasury Stock -1.281500e+07
Other Assets 6.877900e+07
Cash NaN
Total Current Liabilities 1.051668e+09
Other Stockholder Equity -1.281500e+07
Property Plant Equipment 4.714809e+09
Total Current Assets 2.694100e+08
Net Tangible Assets 1.552509e+09
Net Receivables 2.295120e+08
Long Term Debt 2.192125e+09
Accounts Payable 4.962850e+08 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities 0.0 218238000.0
Total Cashflows From Investing Activities -150127000.0 -122484000.0
Net Borrowings -104770000.0 -104770000.0
Total Cash From Financing Activities -104794000.0 -4230000.0
Change To Operating Activities -137962000.0 -51950000.0
Net Income 48764000.0 424900000.0
Change In Cash 87171000.0 302916000.0
Total Cash From Operating Activities 342092000.0 429630000.0
Depreciation 160481000.0 208761000.0
Other Cashflows From Financing Activities -24000.0 -4339000.0
Change To Netincome 266799000.0 -273197000.0
Capital Expenditures -150127000.0 -124576000.0
Issuance Of Stock NaN 1324000.0
Dividends Paid NaN -1215000.0
Change To Account Receivables NaN -101047000.0
Other Cashflows From Investing Activities NaN NaN
2021-09-30 2021-06-30
Change To Liabilities 0.0 0.0
Total Cashflows From Investing Activities -174795000.0 -222322000.0
Net Borrowings -118792000.0 -74213000.0
Total Cash From Financing Activities -123524000.0 -74077000.0
Change To Operating Activities 21078000.0 82529000.0
Net Income 85593000.0 -222995000.0
Change In Cash 29800000.0 29800000.0
Total Cash From Operating Activities 328119000.0 296399000.0
Depreciation 211451000.0 213464000.0
Other Cashflows From Financing Activities -4732000.0 -1000.0
Change To Netincome 6092000.0 218679000.0
Capital Expenditures -183409000.0 -222614000.0
Issuance Of Stock 1324000.0 1315000.0
Dividends Paid -1215000.0 -1178000.0
Change To Account Receivables -101047000.0 -101047000.0
Other Cashflows From Investing Activities -221000.0 292000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 538649000 -222995000
3Q2021 724539000 85593000
4Q2021 814260000 424900000
1Q2022 819376000 48764000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 61625000.0 434933000.0 85554000.0
Minority Interest None None None
Net Income 48764000.0 424900000.0 85593000.0
Selling General Administrative 24996000.0 37062000.0 25530000.0
Gross Profit 723085000.0 714875000.0 629894000.0
Ebit 101736000.0 474411000.0 126257000.0
Operating Income 101736000.0 474411000.0 126257000.0
Other Operating Expenses 426826000.0 -17909000.0 257947000.0
Interest Expense -39387000.0 -40085000.0 -40861000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 12861000.0 10033000.0 -39000.0
Total Revenue 819376000.0 814260000.0 724539000.0
Total Operating Expenses 717640000.0 339849000.0 598282000.0
Cost Of Revenue 96291000.0 99385000.0 94645000.0
Total Other Income Expense Net -40111000.0 -39478000.0 -40703000.0
Discontinued Operations None None None
Net Income From Continuing Ops 48764000.0 424900000.0 85593000.0
Net Income Applicable To Common Shares 48764000.0 424900000.0 85593000.0
2021-06-30
Research Development None
Effect Of Accounting Charges None
Income Before Tax -223157000.0
Minority Interest None
Net Income -222995000.0
Selling General Administrative 24639000.0
Gross Profit 443993000.0
Ebit -180624000.0
Operating Income -180624000.0
Other Operating Expenses 377800000.0
Interest Expense -39536000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense -162000.0
Total Revenue 538649000.0
Total Operating Expenses 719273000.0
Cost Of Revenue 94656000.0
Total Other Income Expense Net -42533000.0
Discontinued Operations None
Net Income From Continuing Ops -222995000.0
Net Income Applicable To Common Shares -222995000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 8545223 2022-01-30
1 Vanguard Total Stock Market Index Fund 3454105 2021-12-30
2 Vanguard Small-Cap Index Fund 3058030 2021-12-30
3 iShares Russell 2000 ETF 2729906 2022-01-30
4 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 2729590 2022-01-30
5 Vanguard Small Cap Value Index Fund 1938357 2021-12-30
6 Vanguard Extended Market Index Fund 1597503 2021-12-30
7 iShares S&P Small-Cap 600 Growth ETF 1404764 2022-01-30
8 First Trust NASDAQ Oil & Gas ETF 1361871 2022-02-27
9 iShares Russell 2000 Value ETF 1284094 2022-01-30
% Out Value
0 0.0701 280368766
1 0.0283 101827015
2 0.0251 90150724
3 0.0224 89568215
4 0.0224 89557847
5 0.0159 57142764
6 0.0131 47094388
7 0.0115 46090306
8 0.0112 48360039
9 0.0105 42131124 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: RRC
sector: Energy
Index: SP400
supply trend: 159173207.5642965
risk trend factor: 2.2656514363289952
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
RRC 2.124019 0.246 162.685 458860992 0.11425 9.435616
freeCashflow grossMargins grossProfits heldPercentInstitutions \
RRC 838692352 0.57877 1937478000 0.86655
industry marketCap operatingCashflow operatingMargins payoutRatio \
RRC Oil & Gas E&P 8947339264 1090109952 0.02264 0
pegRatio priceToBook priceToSalesTrailing12Months profitMargins \
RRC 0.28 7.001422 2.227745 -0.01797
quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
RRC 0.238 0.00892 -0.04423 0.637 16.483
sector sharesOutstanding shortRatio totalCash totalCashPerShare \
RRC Energy 259795008 3.02 112931000 0.453
totalDebt totalRevenue
RRC 2603130112 4016321024
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-10 | 34.439999 | 24.99917 | 32.004603 | 39.010036 | 30.735397 | 2.964719 | 24.805959 | 36.664834 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| RRC | 0.617091 | 34.439999 | 159173207.564297 | 0.907293 | 0.784588 | 0.495379 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: [8.331010502518508, 8.331010351619595, 8.330952204638836, 8.331010502475317] inner cv sdevs: [8.805776428518675, 8.805776131960089, 8.80569858367035, 8.80577642855403] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 8.330952204638836 8.80569858367035 test cv mean error, stdev (10 folds): [9.141644261655092, 8.835579382617507] sell date: 2022-09-11 expected return: 0.12970899850276926 discounted return: 0.0013265320675437398 quarter return: 1.088666637943265
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Capital Surplus 5.707652e+09 5.720277e+09 5.707382e+09
Total Liab 4.960181e+09 4.574844e+09 5.122905e+09
Total Stockholder Equity 1.600104e+09 2.085663e+09 1.181284e+09
Other Current Liab 9.381210e+08 2.591970e+08 7.840350e+08
Total Assets 6.560285e+09 6.660507e+09 6.304189e+09
Common Stock 2.627000e+06 2.598000e+06 2.598000e+06
Other Current Assets 2.033800e+07 5.738000e+06 4.518200e+07
Retained Earnings -4.063941e+09 -3.607055e+09 -4.498421e+09
Other Liab 7.692500e+08 6.897480e+08 7.182680e+08
Treasury Stock -4.623400e+07 -3.015700e+07 -3.027500e+07
Other Assets 1.585190e+08 1.133600e+08 1.039020e+08
Cash 1.129310e+08 2.144220e+08 4.780000e+05
Total Current Liabilities 2.337284e+09 1.152465e+09 1.646327e+09
Deferred Long Term Asset Charges 3.543600e+07 NaN NaN
Short Long Term Debt 7.494830e+08 2.180170e+08 2.179090e+08
Other Stockholder Equity -7.500000e+04 -1.500000e+05 -2.680000e+05
Property Plant Equipment 5.825971e+09 5.798982e+09 5.787932e+09
Total Current Assets 5.757950e+08 7.366650e+08 4.123550e+08
Net Tangible Assets 1.600104e+09 2.085663e+09 1.181284e+09
Net Receivables 4.425260e+08 5.012750e+08 3.666950e+08
Long Term Debt 1.829734e+09 2.707770e+09 2.730471e+09
Accounts Payable 2.342530e+08 1.784130e+08 1.519190e+08
Long Term Investments NaN 1.150000e+07 NaN
2021-06-30
Capital Surplus 5.699240e+09
Total Liab 4.706172e+09
Total Stockholder Equity 1.523261e+09
Other Current Liab 3.459160e+08
Total Assets 6.229433e+09
Common Stock 2.598000e+06
Other Current Assets 3.965800e+07
Retained Earnings -4.148154e+09
Other Liab 7.108260e+08
Treasury Stock -3.042300e+07
Other Assets 1.002050e+08
Cash 4.640000e+05
Total Current Liabilities 9.259190e+08
Deferred Long Term Asset Charges NaN
Short Long Term Debt NaN
Other Stockholder Equity -3.380000e+05
Property Plant Equipment 5.789516e+09
Total Current Assets 3.397120e+08
Net Tangible Assets 1.523261e+09
Net Receivables 2.995900e+08
Long Term Debt 3.036657e+09
Accounts Payable 1.444540e+08
Long Term Investments NaN ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities 51996000.0 4918000.0
Total Cashflows From Investing Activities -105012000.0 -88963000.0
Net Borrowings -358540000.0 -15022000.0
Total Cash From Financing Activities -402893000.0 -14752000.0
Change To Operating Activities -188049000.0 32486000.0
Issuance Of Stock 3658000.0 357000.0
Net Income -456808000.0 891366000.0
Change In Cash -101491000.0 213944000.0
Repurchase Of Stock -41194000.0 -32000.0
Total Cash From Operating Activities 406414000.0 317659000.0
Depreciation 87600000.0 92427000.0
Other Cashflows From Investing Activities -2621000.0 -3089000.0
Change To Account Receivables 58674000.0 -134334000.0
Other Cashflows From Financing Activities -6817000.0 -55000.0
Change To Netincome 851036000.0 -570158000.0
Capital Expenditures -102740000.0 -85940000.0
Change To Inventory NaN -1140000.0
2021-09-30 2021-06-30
Change To Liabilities 13073000.0 -13178000.0
Total Cashflows From Investing Activities -110391000.0 -106125000.0
Net Borrowings -81813000.0 -72350000.0
Total Cash From Financing Activities -81449000.0 -68043000.0
Change To Operating Activities -15949000.0 32816000.0
Issuance Of Stock 590000.0 4491000.0
Net Income -350267000.0 -156472000.0
Change In Cash 14000.0 15000.0
Repurchase Of Stock -18000.0 -152000.0
Total Cash From Operating Activities 191854000.0 174183000.0
Depreciation 95116000.0 92806000.0
Other Cashflows From Investing Activities -194000.0 4611000.0
Change To Account Receivables -67066000.0 -15992000.0
Other Cashflows From Financing Activities -208000.0 -32000.0
Change To Netincome 514953000.0 232025000.0
Capital Expenditures -110239000.0 -110923000.0
Change To Inventory -1140000.0 -1140000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 684405000 -156472000
3Q2021 954859000 -350267000
4Q2021 1257264000 891366000
1Q2022 1119793000 -456808000]
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax -572889000.0 909879000.0
Minority Interest None None
Net Income -456808000.0 891366000.0
Selling General Administrative 43026000.0 42459000.0
Gross Profit 702005000.0 792996000.0
Ebit -453840000.0 1005348000.0
Operating Income -453840000.0 1005348000.0
Other Operating Expenses 947177000.0 -333146000.0
Interest Expense -47175000.0 -56362000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense -116081000.0 18513000.0
Total Revenue 1119793000.0 1257264000.0
Total Operating Expenses 1573633000.0 251916000.0
Cost Of Revenue 417788000.0 464268000.0
Total Other Income Expense Net -119049000.0 -95469000.0
Discontinued Operations None None
Net Income From Continuing Ops -456808000.0 891366000.0
Net Income Applicable To Common Shares -456808000.0 880571000.0
2021-09-30 2021-06-30
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax -379950000.0 -157734000.0
Minority Interest None None
Net Income -350267000.0 -156472000.0
Selling General Administrative 49061000.0 40242000.0
Gross Profit 525126000.0 304385000.0
Ebit -324300000.0 -136296000.0
Operating Income -324300000.0 -136296000.0
Other Operating Expenses 665090000.0 267143000.0
Interest Expense -56809000.0 -57287000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense -29683000.0 -1262000.0
Total Revenue 954859000.0 684405000.0
Total Operating Expenses 1279159000.0 820701000.0
Cost Of Revenue 429733000.0 380020000.0
Total Other Income Expense Net -55650000.0 -21438000.0
Discontinued Operations None None
Net Income From Continuing Ops -350267000.0 -156472000.0
Net Income Applicable To Common Shares -350267000.0 -156472000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 17572227 2022-01-30
1 Vanguard Total Stock Market Index Fund 7017434 2021-12-30
2 Vanguard Small-Cap Index Fund 6213678 2021-12-30
3 iShares Russell 2000 ETF 5443911 2022-01-30
4 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 4635596 2022-01-30
5 Fidelity Puritan Fund Inc 3997998 2022-02-27
6 Vanguard Small Cap Value Index Fund 3940642 2021-12-30
7 Vanguard Extended Market Index Fund 3323577 2021-12-30
8 Undiscovered Managers Behavioral Value Fund 3240158 2021-12-30
9 American Beacon Small Cap Value Fd 2764733 2022-01-30
% Out Value
0 0.0651 338265369
1 0.0260 125120848
2 0.0230 110789878
3 0.0202 104795286
4 0.0172 89235223
5 0.0148 91754054
6 0.0146 70261646
7 0.0123 59259377
8 0.0120 57772017
9 0.0102 53221110 ]
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 0
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 0
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 33.07
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 72.13
peerGroup Oil & Gas Producers
smallArms False
environmentScore 0
governancePercentile 0
militaryContract False]
"\ndecision_metrics_df = pd.DataFrame(decision_metrics,columns=['SYMBOL','exp_return','sell_date','days_delta','disc_rtn','qtr_rtn','outer_cv_avg_rmse_n11','outer_cv_std_n11','mean_revert_flag'])\ndecision_metrics_df = decision_metrics_df.set_index('SYMBOL').sort_values(by='disc_rtn',ascending=False)\ndecision_metrics_df['price'] = screener['latest_p'].loc[decision_metrics_df.index]\ndecision_metrics_df['Sector'] = temp_sm['Sector'].loc[decision_metrics_df.index]\ndecision_metrics_df['Index'] = temp_sm['index'].loc[decision_metrics_df.index]\ndecision_metrics_df['error_price_ratio'] = decision_metrics_df['outer_cv_avg_rmse_n11']/screener['latest_p'].loc[decision_metrics_df.index]\ndecision_metrics_df['std_price_ratio'] = decision_metrics_df['outer_cv_std_n11']/screener['latest_p'].loc[decision_metrics_df.index]\n"
| exp_return | sell_date | days_delta | disc_rtn | qtr_rtn | outer_cv_avg_rmse_n11 | outer_cv_std_n11 | mean_revert_flag | price | Sector | Index | error_price_ratio | std_price_ratio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SYMBOL | |||||||||||||
| VPU | 0.035535 | 2022-06-12 | 1 | 0.035535 | 24.840079 | 113.148858 | 161.120115 | False | 155.610001 | error | nan | 0.727131 | 1.035410 |
| SM | 0.732324 | 2022-09-11 | 92 | 0.005990 | 1.732324 | 47.188072 | 54.143011 | False | 50.560001 | Energy | SP600 | 0.933308 | 1.070866 |
| APA | 0.140340 | 2022-07-03 | 22 | 0.005987 | 1.731840 | 39.207778 | 41.240719 | False | 48.810001 | Energy | SP500 | 0.803273 | 0.844924 |
| PBF | 0.200573 | 2022-07-24 | 43 | 0.004260 | 1.478612 | 30.815202 | 33.694754 | False | 40.330002 | Energy | SP600 | 0.764076 | 0.835476 |
| OXY | 0.392050 | 2022-09-11 | 92 | 0.003602 | 1.392050 | 69.655326 | 81.123798 | False | 63.869999 | Energy | SP500 | 1.090580 | 1.270139 |
| VAW | 0.104175 | 2022-07-10 | 29 | 0.003423 | 1.369413 | 193.574954 | 131.802346 | False | 178.449997 | error | nan | 1.084757 | 0.738595 |
| DVN | 0.353998 | 2022-09-11 | 92 | 0.003300 | 1.353998 | 58.830653 | 72.519592 | False | 74.059998 | Energy | SP500 | 0.794365 | 0.979201 |
| CEIX | 0.275500 | 2022-08-28 | 78 | 0.003125 | 1.332443 | 35.374959 | 54.553309 | False | 52.910000 | Energy | SP600 | 0.668587 | 1.031059 |
| LNTH | 0.311042 | 2022-09-11 | 92 | 0.002948 | 1.311042 | 33.769282 | 53.196553 | False | 63.849998 | Healthcare | SP600 | 0.528885 | 0.833149 |
| MRO | 0.280787 | 2022-09-11 | 92 | 0.002694 | 1.280787 | 10.389226 | 10.394584 | False | 30.290001 | Energy | SP500 | 0.342992 | 0.343169 |
| VIS | 0.074141 | 2022-07-10 | 29 | 0.002469 | 1.254698 | 193.805680 | 154.123410 | False | 170.789993 | error | nan | 1.134760 | 0.902415 |
| VCR | 0.109038 | 2022-07-24 | 43 | 0.002410 | 1.247856 | 733.376891 | 654.867837 | False | 240.179993 | error | nan | 3.053447 | 2.726571 |
| VGT | 0.099318 | 2022-07-24 | 43 | 0.002205 | 1.224573 | 814.237127 | 550.281441 | False | 337.339996 | error | nan | 2.413699 | 1.631237 |
| CTRA | 0.047629 | 2022-07-03 | 22 | 0.002117 | 1.214798 | 8.109754 | 6.656018 | False | 34.310001 | Energy | SP500 | 0.236367 | 0.193996 |
| CNX | 0.053540 | 2022-07-10 | 29 | 0.001800 | 1.179937 | 8.097170 | 7.733366 | False | 23.240000 | Energy | SP400 | 0.348415 | 0.332761 |
| VDE | 0.160823 | 2022-09-11 | 92 | 0.001622 | 1.160823 | 105.415284 | 70.166025 | False | 123.860001 | error | nan | 0.851084 | 0.566495 |
| VNQ | 0.070153 | 2022-07-24 | 43 | 0.001578 | 1.156114 | 57.591983 | 56.045022 | False | 92.620003 | error | nan | 0.621809 | 0.605107 |
| FANG | 0.146094 | 2022-09-11 | 92 | 0.001483 | 1.146094 | 307.165850 | 300.653412 | False | 155.490005 | Energy | SP500 | 1.975470 | 1.933587 |
| PDCE | 0.121306 | 2022-08-28 | 78 | 0.001469 | 1.144588 | 49.506012 | 42.745093 | False | 84.129997 | Energy | SP400 | 0.588447 | 0.508084 |
| MUR | 0.135278 | 2022-09-11 | 92 | 0.001380 | 1.135278 | 21.581491 | 18.605462 | False | 44.150002 | Energy | SP400 | 0.488822 | 0.421415 |
| MUSA | 0.089939 | 2022-08-14 | 64 | 0.001347 | 1.131789 | 665.022927 | 922.034757 | False | 237.960007 | Consumer Cyclical | SP400 | 2.794684 | 3.874747 |
| RRC | 0.129709 | 2022-09-11 | 92 | 0.001327 | 1.129709 | 9.141644 | 8.835579 | False | 34.439999 | Energy | SP400 | 0.265437 | 0.256550 |
| MDYG | 0.086052 | 2022-08-14 | 64 | 0.001291 | 1.125992 | 31.618850 | 23.926176 | False | 64.839996 | error | nan | 0.487644 | 0.369003 |
| EQT | 0.123062 | 2022-09-11 | 92 | 0.001262 | 1.123062 | 33.987711 | 55.357785 | False | 47.959999 | Energy | SP400 | 0.708668 | 1.154249 |
| EOG | 0.119314 | 2022-09-11 | 92 | 0.001226 | 1.119314 | 219.446418 | 150.036439 | False | 144.000000 | Energy | SP500 | 1.523933 | 1.041920 |
| PXD | 0.114765 | 2022-09-11 | 92 | 0.001182 | 1.114765 | 777.307396 | 674.991414 | False | 270.869995 | Energy | SP500 | 2.869670 | 2.491939 |
| WRB | 0.069266 | 2022-08-07 | 57 | 0.001176 | 1.114154 | 20.439064 | 17.731650 | False | 68.260002 | Financial Services | SP500 | 0.299430 | 0.259766 |
| SLY | 0.077940 | 2022-08-14 | 64 | 0.001173 | 1.113922 | 55.520013 | 44.019367 | False | 84.790001 | error | nan | 0.654794 | 0.519158 |
| VFH | 0.090577 | 2022-08-28 | 78 | 0.001112 | 1.107683 | 43.670428 | 23.374501 | False | 79.930000 | error | nan | 0.546358 | 0.292437 |
| XOM | 0.104935 | 2022-09-11 | 92 | 0.001085 | 1.104935 | 66.790974 | 49.530982 | False | 100.459999 | Energy | SP500 | 0.664851 | 0.493042 |
| CIVI | 0.083786 | 2022-08-28 | 78 | 0.001032 | 1.099552 | 46.469625 | 46.813623 | True | 80.660004 | Energy | SP600 | 0.576117 | 0.580382 |
| VOX | 0.098581 | 2022-09-11 | 92 | 0.001022 | 1.098581 | 76.724657 | 57.307371 | False | 97.699997 | error | nan | 0.785309 | 0.586565 |
| HES | 0.097805 | 2022-09-11 | 92 | 0.001015 | 1.097805 | 173.847320 | 134.276174 | False | 127.720001 | Energy | SP500 | 1.361160 | 1.051332 |
| MTDR | 0.095268 | 2022-09-11 | 92 | 0.000990 | 1.095268 | 51.043713 | 61.117570 | False | 65.230003 | Energy | SP400 | 0.782519 | 0.936955 |
| SPTM | 0.075596 | 2022-08-28 | 78 | 0.000935 | 1.089758 | 10.110157 | 8.277766 | False | 48.160000 | error | nan | 0.209929 | 0.171881 |
| SPY | 0.074683 | 2022-08-28 | 78 | 0.000924 | 1.088667 | 654.753607 | 546.977376 | False | 389.799988 | error | nan | 1.679717 | 1.403226 |
| VDC | 0.038928 | 2022-07-24 | 43 | 0.000889 | 1.085138 | 75.066005 | 60.902039 | False | 184.889999 | error | nan | 0.406004 | 0.329396 |
| NFG | 0.050853 | 2022-08-07 | 57 | 0.000871 | 1.083352 | 14.136341 | 7.482256 | False | 72.650002 | Energy | SP400 | 0.194581 | 0.102990 |
| VLO | 0.069843 | 2022-08-28 | 78 | 0.000866 | 1.082886 | 260.871831 | 365.017353 | False | 140.509995 | Energy | SP500 | 1.856607 | 2.597803 |
| VHT | 0.053786 | 2022-08-14 | 64 | 0.000819 | 1.078218 | 201.343218 | 125.138352 | False | 229.929993 | error | nan | 0.875672 | 0.544245 |
| COP | 0.077449 | 2022-09-11 | 92 | 0.000811 | 1.077449 | 87.227116 | 80.009126 | False | 116.830002 | Energy | SP500 | 0.746616 | 0.684834 |
| SJI | 0.072761 | 2022-09-11 | 92 | 0.000764 | 1.072761 | 11.107990 | 11.316075 | False | 34.060001 | Utilities | SP600 | 0.326130 | 0.332239 |
| CVX | 0.056222 | 2022-08-28 | 78 | 0.000702 | 1.066642 | 140.855067 | 98.586228 | False | 175.399994 | Energy | SP500 | 0.803051 | 0.562065 |
| TVTY | 0.026157 | 2022-07-24 | 43 | 0.000601 | 1.056798 | 16.007741 | 12.306086 | False | 32.279999 | error | SP600 | 0.495903 | 0.381229 |
| MPC | 0.038072 | 2022-08-28 | 78 | 0.000479 | 1.045058 | 80.783675 | 122.043960 | False | 108.339996 | Energy | SP500 | 0.745650 | 1.126490 |
| MCK | 0.040851 | 2022-09-04 | 85 | 0.000471 | 1.044289 | 535.243688 | 627.206500 | False | 313.339996 | Healthcare | SP500 | 1.708188 | 2.001680 |
| SWX | 0.027546 | 2022-08-14 | 64 | 0.000425 | 1.039834 | 35.088565 | 29.446660 | False | 91.889999 | Utilities | SP400 | 0.381854 | 0.320456 |
| HRB | 0.020891 | 2022-08-07 | 57 | 0.000363 | 1.033934 | 9.936502 | 9.040070 | False | 35.450001 | Consumer Cyclical | SP400 | 0.280296 | 0.255009 |
| ACC | 0.008892 | 2022-07-17 | 36 | 0.000246 | 1.022882 | 32.003456 | 41.495130 | False | 64.769997 | error | SP400 | 0.494109 | 0.640654 |
| Y | 0.004052 | 2022-08-07 | 57 | 0.000071 | 1.006549 | 7230.631702 | 10955.225265 | False | 834.109985 | Financial Services | SP400 | 8.668679 | 13.134030 |
| MTOR | 0.001882 | 2022-07-10 | 29 | 0.000065 | 1.005982 | 11.000151 | 6.395459 | False | 36.119999 | error | SP600 | 0.304545 | 0.177061 |
| DINO | -0.036768 | 2022-08-28 | 78 | -0.000480 | 0.956778 | 69.968846 | 69.600460 | False | 56.369999 | Energy | SP400 | 1.241243 | 1.234707 |